Your Responsibilities Include
Validate Input Data like risk sensitivities and Calculated Output data like VAR, IRC etc. by performing variance and impact analysis, understanding models and methodologies, portfolio analysis, market moves, reconciliation with finance data etc.
Prepare and publish Market Risk reports to risk managers and front office with required level of analysis
Address & resolve Risk Managers queries around reporting, data quality issues
Perform enhanced due diligence for risk validation process in timely manner
Add value towards development and testing of reports using Qlik and other applications covering Trading Desks, Business-Lines and Legal Entities