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Market Risk Associate

3.00 to 6.00 Years   Mumbai City   11 Jul, 2022
JPMorgan
Job LocationMumbai City
EducationNot Mentioned
SalaryNot Disclosed
IndustryBanking / Financial Services
Functional AreaFinance / Accounts / TaxSales / BD
EmploymentTypeFull-time

Job Description

    - The Market Risk Basel Group (MRBG) is seeking a candidate to join the MRBG Analytics team to support tactical calculation and analytics needs for the Fundamental Review of the Trading Book (FRTB) and other Basel/capital related items.
    • The individual will support the production of market risk capital & explanation of capital changes based on proposed FRTB rules on an ongoing basis.
    • These results will be used for multiple internal and external commitments, including Basel III monitoring exercises, impact analyses required for senior management communication & planning, and other key efforts supporting the FRTB strategic program.
    • The successful candidate will partner across Firmwide Market Risk, Market Risk Coverage, Regulatory Capital Management Office, Model Risk and Development, Quantitative Research, and Product Control teams to deliver and explain the FRTB capital results.
    • In addition to FRTB calculation and analytics, the candidate will provide tactical support for other MRBG Basel related analytics needs.
    Responsibilities
    • Perform relevant market risk analyses for current Basel 2.5 and future Fundamental Review of the Trading Book (FRTB) rules for LOBs and across the risk profile of the firm.
    • Provide explanation of key market risk drivers (VaR, stress and risk sensitivity, FRTB capital, etc) with understanding & supporting commentary around position and market moves, trading strategy changes
    • Partner across teams to develop new tools and metrics (e.g. making key risks and VaR drivers more transparent etc)
    • Using knowledge and understanding of risk profiles to provide support to management on significant VaR drivers across portfolios
    • Participating in a wide range of on-going and new projects with Risk Management, Finance, Technology, Valuation, Quantitative Research, Model Review Group and other teams
    • Constantly focusing on operating efficiently and improving processes while maintaining a strong control environment.
    Skills & Experience
    • Bachelors degree or a higher degree in economics, finance or quantitative field.
    • 3+ years experience in Market Risk (VaR-related), experience in FRTB would be strongly preferred
    • Experience or strong understanding of programming skills like Python
    • Strong analytical and problem-solving skills with good attention to detail
    • Excellent written and verbal communications skills and a strong track record of partnership
    • Ability to multi-task and balance multiple priorities, work under pressure and manage tight deadlines.
    • Self-motivated, demonstrate initiative, innovation, and solid problem solving skills. Confidence to drive issues through to completion often working to tight deadlines.
    ,

Keyskills :
product controlrisk managementquantitative researchnew projectsbasel iiiproblem solving

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