Risk Engineer Business Analyst

Job Description

Leading a team of 2-3 analyst assigning tasks, providing mentorship and escalating any issues seen the below processes for Market risk Generating reports and monitoring the VaR limits, observing risk measures and taking corrective actions to amend the data. Develop and perform reconciliations and DQ checks between systems using Python and SQL on the data that is used as the input for market risk calculations. Perform UAT testing on the data post implementation of changes and detect the anomalies. Onboard and maintain the time series data used in the calculation of risk measures. Help optimize the processes in place to reduce the turnaround time in the daily signoff process. Understand the systems and the data flow and work closely with IT, MR, and developers to remediate the issues and errors Experience in leading & guiding a global team ensuring high-quality work is delivered aligned with the project/client objectives as stated above. Understanding of Market risk, back testing, FRTB regulations preferred. Previous experience of working on python (Numpy) and SQL. Ability to navigate systems, access data and identify discrepancies independently with minimum support from onshore staff. Very good communication skills, fast learner and team player Cross functions experience in handling issues with Risk, IT and other business lines involved in the process.