Market Risk Time Series Management – Analyst
On-site · Mumbai, Maharashtra, India
Job Summary
Market Risk Time Series Management – Analyst in Mumbai, focusing on end-to-end data quality controls for market data used in VaR and liquidity risk calculations. Responsibilities include analyzing and verifying market data for risk calculations, identifying spikes and gaps, liaising with stakeholders for remedial action, onboarding new market data, supporting audits and governance, collaborating with analytics and technology teams, and providing insights and recommendations for future controls. Strong data analysis, Excel and Python (Pandas/Numpy) skills desired; CFA/FRM a plus. Onsite in Mumbai with a focus on data integrity and risk measurement.
Required Qualifications
- Bachelor’s or master’s degree in Finance, Math, STEM or relevant fields
- Knowledge of market risk concepts and various financial products across asset classes
- Experience with performing statistical analysis on large and unstructured datasets
- Proficiency in Microsoft Excel, using advanced formulas, pivot tables, etc.
- A robust control mindset to identify gaps in data production and data control processes
- Ability to think critically and solve problem independently in a deadline oriented environment
- Ability to multitask and work under pressure with keen attention to detail
- Excellent verbal/written communication and presentation skills
- Proficiency in both technical and procedural documentation
- Enthusiasm for knowledge sharing and ability to collaborate effectively
- Prior experience of market data analysis
- Ability to understand business processes and their risk implications, analyze complex situations, reach appropriate conclusions, and make feasible recommendations
- Excellent interpersonal skills with an ability to develop effective and credible relationships
- Experience with Python, in particular Pandas and Numpy, for data analysis
- Qualifications like CFA/FRM are an added advantage
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