Market Risk Reporting Cosultant

Designation: Market Risk Reporting (Consultant/ Assistant Manager)
Location: Bangalore

Notice Period: Max 30days
DepartmentMarket Risk

Experience3 to 8 Years

Mandatory Skills

Global Markets
Treasury activities
Risk Indicators
Advance Excel
VBA
Data Quality
Trading Systems
Risk Analysis
Value at Risk
Stressed Value at Risk
Stress Testing Scenarios
Risk Reporting

Additional Skills
Communication Skills.SQL
Job Description
Role and Responsibilities

Support the Traded Risk team on Certification, Control and Analysis of the traded risks of Natixis APAC. The candidate will focus on monitoring APAC Global Markets and Treasury activities covering multiple asset classes
Consolidate and Certify risks indicators (VaR, SVaR, STS, Main Greeks) & P&L
Produce risks indicators and daily P&L reports, highlight significant movements for onshore managers to review
Publish daily/weekly P&L breakdown reports for Front Office
Participate in the RIM daily production process
Generate statistical data for regular MIS reportings
Ensure data quality and completeness in FO trading systems and Risk systems
Help the team perform consolidated reporting to Senior Management on a weekly, monthly and ad-hoc basis

Skills

A quantitative background in business, finance, science, mathematics, or engineering (Graduate or Post Graduate)
Prior experience in basic VBA, spreadsheets creation / maintenance, SQL is a plus
Good presentation and synthesis skills
Detailed oriented and ability to work independently
Fluent in English

Required Qualification
Any Graduate