Manager - Market Risk
- Genpact India
- 5 to 8 Yrs
- Bengaluru
- 5 years ago
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Job Description
*With a startup spirit and 90,000+ curious and courageous minds, we have the expertise to go deep with the world s biggest brands and we have fun doing it. Now, we re calling all you rule-breakers and risk-takers who see the world differently, and are bold enough to reinvent it. Come, transform with us.
Transformation happens here. Come, be a part of our exciting journey
Are you the one we are looking for
Inviting applications for the role of Manager, Market Risk
Responsibilities
Gathering requirements for the market risk team, front office and other business stakeholders. Working with technology stakeholders to also define technical requirements.
Work on FRTB or any new regulations implementation solution design together with the wider team and Treasury systems such as Murex, Calypso, etc.
Work on analysis and reporting of risk factors and scenario data for risk calculations. Analyze VAR/CVA test run outputs, identify and remediate issues.
Work on valuation and risk management of Fixed Income, Forex, Commodities and Credit Derivatives. Carry out backtesting, economic capital calculations and stress testing for derivatives portfolios.
Work on daily risk reports and ensure timely submissions. Support functional enhancements and improvement of risk factor/scenario generation.
Automate processes and carry out regular analysis including ad-hoc tasks which help in the reduction of operational risks.
Qualifications we seek in you
Minimum qualifications
Experience in the Market Risk domain focused on risk management for financial markets
Prior experience with financial markets from a Front Office or Risk perspective including dealing with Risk, Product Control and Front Office stakeholders in both Markets and Treasury divisions.
Excellent knowledge of coding in Python and extensive experience of coding with VBA in MS Excel.
Experience in analyzing time series data and VAR/FRTB/Counterparty Risk/Other Market Risk outputs to determine the first level of accuracy of values.
In-depth knowledge of various asset classes including IRD, FI, Credit, FXD, Equities and Commodities.
Good communication skills with a proactive approach. Ability to work independently and meet strict delivery deadlines.
Preferred qualifications
Prior experience of working on regulatory projects.
Hands-on experience of FO configuration: instruments, generators, curves, market data, market conventions, etc.
Experience in Treasury systems used in investment banks for risk management.
Professional certification like FRM / CFA /CQF.
Genpact is an Equal Opportunity Employer and considers applicants for all positions without regard to race, color, religion or belief, sex, age, national origin, citizenship status, marital status, military/veteran status, genetic information, sexual orientation, gender identity, physical or mental disability or any other characteristic protected by applicable laws. Genpact is committed to creating a dynamic work environment that values diversity and inclusion, respect and integrity, customer focus, and innovation. For more information, visit www.genpact.com. Follow us on Twitter, Facebook, LinkedIn, and YouTube.
,Employement Category:
Employement Type: Full timeIndustry: IT - SoftwareRole Category: Finance / Accounts / TaxFunctional Area: Not ApplicableRole/Responsibilies: Manager - Market RiskContact Details:
Company: Genpact IndiaLocation(s): Bengaluru
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Genpact (NYSE: G) is a global professional services firm focused on delivering digital transformation for our clients, putting digital and data to work to create competitive advantage. We do this by integrating lean principles, design thinking, analytics and digital technologies with our domain and ...
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