Market Risk Manager - CRISIL Limited : Job Details

About CRISIL Limited:

• CRISIL is a leading, agile and innovative global analytics company driven by its mission of making markets function better.
• It is India s foremost provider of ratings, data, research, analytics and solutions with a strong track record of growth, culture of innovation, and global footprint.
• It has delivered independent opinions, actionable insights, and efficient solutions to over 100,000 customers through businesses that operate from India, the US, the UK, Argentina, Poland, China, Hong Kong and Singapore.
• It is majority owned by S&P Global Inc, a leading provider of transparent and independent ratings, benchmarks, analytics and data to the capital and commodity markets worldwide.

About Global Research & Risk Solutions:

• CRISIL Global Research and Risk Solutions (GR&RS), is a leading strategy implementation partner that works across the globe with many of the world's biggest financial institutions in helping them grow revenues, minimize risk, enhance productivity, make better decisions and enhance returns.
• Globally, we provide Financial Risk (Model Risk, Traded Risk, Credit Risk) and Non-Financial Risk Services in addition to bespoke Research Services.
• Over the past two decades, we have served more than 200 institutions and over 10,000 stakeholders across banks and asset managers, pioneering the launch of new services in the process.
• Our consultative approach in providing Run the Bank and Change the Bank solutions & services help our clients achieve tactical and strategic goals, manage complex risks and transform with conviction.
• Our unique ability to combine our rich talent pool, with cutting edge analytics and technology helps us co-create winning experiences with our clients

Job Duties

We are looking for consultants with 5-7 years hands on experience to work as Market Risk Manager in Equity asset class.

• Conduct daily market risk analysis and monitoring of the bank's portfolio using various risk metrics such as VaR, ES, stress testing, and scenario analysis.
• Develop and maintain risk management tools and frameworks to identify, measure, and manage market risks.
• Work closely with portfolio managers and traders to ensure that risk-taking activities are in line with the bank's risk appetite and investment objectives.
• Conduct ad hoc risk assessments and analysis to support decision-making processes, such as new investments or changes to the bank's strategy.
• Produce regular risk reports for senior management, investors, and regulatory authorities.
• Monitor and analyze changes in market conditions and their impact on the bank's risk profile, and make recommendations on necessary risk management actions.
• Ensure compliance with all relevant regulations and internal policies related to market risk management.

Skills Required

• Prior experience with risk management across Equity/ Rates or FX asset class
• Solid knowledge of financial markets, products, market risk and risk metrics technique
• Math knowledge with an ability to understand and employ statistical analysis
• Ability to evaluate and calculate VaR, ES and basic Greek Sensitivities
• Proficiency to follow up during the daily BAU production process to quickly and efficiently solve problems with minimal inputs
• Strong work ethic and solid interpersonal skills with confidence to follow up with multiple upstream and downstream teams
• Very good communication skills, fast learner and team player
• Technology proficiency in any of those languages: Python, VBA, SQL
• Undergraduate degree and Post graduate in Finance, MBA or Mathematics

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