DE-Technical Risk Analyst-GDSN02

4 - 8 years

6 - 7 Lacs

bengaluru

Posted:4 days ago| Platform:

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Skills Required

automation data analysis data modeling business analysis consulting agile business intelligence risk management sql python

Work Mode

Work from Office

Job Type

Full Time

Job Description

Your Key

Market Risk Framework Implementation
Design, develop, and implement market risk frameworks including VaR (Value at Risk), CVA (Credit Valuation Adjustment), PFE (Potential Future Exposure), ES (Expected Shortfall), stress testing, and scenario analysis for financial institutions.
Agile Business Analysis
Lead requirements gathering and documentation in Agile environments; create and manage user stories, epics, acceptance criteria, and product backlogs for market risk initiatives.
Risk Data Analysis
Leverage SQL to extract, transform, and analyze complex market risk datasets across asset classes (equities, fixed income, FX, commodities, derivatives).
Analytics & Reporting
Design and develop BI dashboards and analytics solutions for market risk metrics, counterparty credit risk (CVA, PFE), risk limit monitoring, and regulatory reporting using tools like Tableau, Power BI, or similar platforms.
Python Automation
Utilize Python for data analysis, report automation, and supporting risk calculation processes.
Risk Reporting Solutions Develop and maintain risk reporting workflows for market risk metrics, P&L attribution, CVA sensitivities, and XVA components.
Stakeholder Collaboration
Collaborate with risk managers, traders, quantitative analysts, IT teams, and business stakeholders to translate risk requirements into technical solutions through Agile ceremonies (sprint planning, backlog refinement, demos).
Regulatory Compliance
Ensure market risk solutions comply with regulatory standards including Basel III/IV, FRTB (Fundamental Review of the Trading Book), SA-CCR, and Dodd-Frank requirements.

Skills and Attributes for Success

Required Skills

Strong experience
of 4-8 years working directly with clients in a consulting or advisory capacity, managing client relationships and delivering solutions.
Market Risk Expertise
Strong hands-on understanding of market risk and counterparty credit risk processes
- CVA (Credit Valuation Adjustment) and XVA components (DVA, FVA)
- VaR (Value at Risk) methodologies (Historical, Parametric, Monte Carlo)
- PFE (Potential Future Exposure) and EPE calculations
- ES (Expected Shortfall) / CVaR
- Stress testing and scenario analysis
SQL Proficiency
Strong hands-on experience with SQL for data extraction, transformation, aggregation, and analysis of large-scale risk datasets.
Agile Business Analysis
Proven experience as a Business Analyst in Agile environments writing clear user stories and epics, defining acceptance criteria and managing product backlogs, facilitating requirements workshops and backlog refinement sessions, working in sprints with cross-functional teams
Python Skills
Working knowledge of Python for data analysis, scripting, and automation (libraries such as Pandas, NumPy).
Analytics & BI Tools
Experience with analytics and Business Intelligence platforms such as Tableau, Power BI, Qlik, or similar tools for risk reporting and visualization.
Financial Products Knowledge
Strong knowledge of financial instruments and their risk characteristics (derivatives, bonds, equities, FX, interest rate products).
Regulatory Knowledge
Understanding of regulatory frameworks such as Basel III/IV, FRTB, SA-CCR, and BCBS 239.
Communication Skills
Excellent stakeholder management and communication skills with ability to explain complex risk concepts to technical and non-technical audiences.

Preferred Experience

Risk Systems
Experience with market risk platforms (e.g., Murex, Calypso, Summit, RiskMetrics) or risk analytics tools.
Cloud & Modern Platforms
Familiarity with cloud-based data platforms (AWS, Azure, GCP) or modern analytics platforms (Databricks, Snowflake).
Data Modeling
Understanding of data warehousing concepts, and risk data architecture.
Certifications
Professional certifications such as FRM (Financial Risk Manager), PRM (Professional Risk Manager), CFA, or Agile certifications (CSPO, PMI-ACP).
Advanced Analytics
Experience with advanced risk analytics, model validation, or quantitative finance.
JIRA/Confluence
Proficiency with Agile tools like JIRA, Confluence, or Azure DevOps.

Education

Degree
Bachelors or master s degree in finance, Mathematics, Economics, Engineering, Computer Science, or a related quantitative field, or equivalent practical experience.

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