シニアアナリスト - マーケットリスク/PNL
アナリスト正社員シニアベンガルールハイブリッド
日々の損益(PnL)分析・検証を行い、Greeksや新規取引に基づいた損益の説明を担当します。VaR、SVaR、FRTBなどの市場リスク指標を管理し、フロントオフィスや会計チームと連携してリスクや損益の差異を調整します。製品の手動評価を行うための高い分析スキルが必須であり、チーム目標の達成に向けた協調性が求められます。
日々の損益(PnL)分析・検証を行い、Greeksや新規取引に基づいた損益の説明を担当します。VaR、SVaR、FRTBなどの市場リスク指標を管理し、フロントオフィスや会計チームと連携してリスクや損益の差異を調整します。製品の手動評価を行うための高い分析スキルが必須であり、チーム目標の達成に向けた協調性が求められます。
Risks
Permanent contract
Bangalore, India
Hybrid
Reference 2600002S
Start date Immediately
Publication date 2026/05/26
1. Analysis, Validation, Commentary and Reporting of Daily Profit and Loss for Equity / Fixed Income, Equity / Fixed Income Derivatives and Hybrid Asset class.
2. Explanation / Substantiation of Daily Profit and Loss by attributing the Profit and Loss derived from different Greeks (Delta, Gamma, Vega, Rate, Dividend, Repo etc.) and new deals
3. Analysis of Validation, Commentary and Reporting of FRTB Risk Profit and Loss.
4. Analysis and commentary of VaR (Value at Risk) Back Testing breaches. Suggesting steps to ensure reduction of VaR Back Testing breaches
5. Co-ordinating with Accounting team to explain difference between Month End Accounting and Economic P&L.
6. Practicing appropriate controls and reviews Daily P&L numbers and Adjustments. Co-ordination and follow up with Referential and Trade Booking team to ensure all issues linked with P&L are mitigated quickly.
7. Create and maintain adequate documentation for the responsible process and implement appropriate controls and checks in the process
8. Close contact with Traders to explain the daily P&L and provide swift service traders to adhoc request
9. Having good analytical skills to perform manual valuation of the Products for the respective asset classes
1. Analysis, Validation, and commentary of Value at Risk (VaR), Stressed Value at Risk (SVaR), Stress Test and Risk Sensitivities (Equity Delta, Interest Rate Delta, Basis Delta, FX Delta, Equity Vega, Interest Rate Vega, etc) for instruments exposed to Market Risk on Equity / Fixed Income, Equity / Fixed Income Derivative and Hybrid products.
2. Sound understanding of Sensitivity (Greeks) * Shock approach and Full Valuation methodology to explain the market risk move and level.
3. Analysis, Validation, and commentary on FRTB metrics like Default Risk Charge, RRAO, Standard Based Model etc.
4. Level and Move analysis of the market risk metrics and sensitivities with proper justification.
5. Limit monitoring of risk sensitivities, VaR and SVaR and prompt communication to FO about the breaches.
6. Active involvement in adhoc request on regulatory topics, valuation model changes, Stress VaR widow calibration etc.
- Focus on error free production with the stipulated time bound process.
- Having good analytical skills to perform manual valuation of the Products for the respective asset classes.
- Co-ordinate with Front Office (FO), Technology teams and other internal stakeholders when required during the validation process.
- Effective communication to highlight issues in the validation process to the BGL management and Regions.
- Create and maintain adequate documentation for the responsible task and implement appropriate controls and checks in the process
- Should work in tandem with onshore risk counterparts for onboarding new processes and ad-hoc query resolution.
- Should be able to work in a team environment and should work towards the team’s goals as priority.
1. Analysis, Validation, Commentary and Reporting of Daily Profit and Loss for Equity / Fixed Income, Equity / Fixed Income Derivatives and Hybrid Asset class.
2. Explanation / Substantiation of Daily Profit and Loss by attributing the Profit and Loss derived from different Greeks (Delta, Gamma, Vega, Rate, Dividend, Repo etc.) and new deals
3. Analysis of Validation, Commentary and Reporting of FRTB Risk Profit and Loss.
4. Analysis and commentary of VaR (Value at Risk) Back Testing breaches. Suggesting steps to ensure reduction of VaR Back Testing breaches
5. Co-ordinating with Accounting team to explain difference between Month End Accounting and Economic P&L.
6. Practicing appropriate controls and reviews Daily P&L numbers and Adjustments. Co-ordination and follow up with Referential and Trade Booking team to ensure all issues linked with P&L are mitigated quickly.
7. Create and maintain adequate documentation for the responsible process and implement appropriate controls and checks in the process
8. Close contact with Traders to explain the daily P&L and provide swift service traders to adhoc request
9. Having good analytical skills to perform manual valuation of the Products for the respective asset classes
1. Analysis, Validation, and commentary of Value at Risk (VaR), Stressed Value at Risk (SVaR), Stress Test and Risk Sensitivities (Equity Delta, Interest Rate Delta, Basis Delta, FX Delta, Equity Vega, Interest Rate Vega, etc) for instruments exposed to Market Risk on Equity / Fixed Income, Equity / Fixed Income Derivative and Hybrid products.
2. Sound understanding of Sensitivity (Greeks) * Shock approach and Full Valuation methodology to explain the market risk move and level.
3. Analysis, Validation, and commentary on FRTB metrics like Default Risk Charge, RRAO, Standard Based Model etc.
4. Level and Move analysis of the market risk metrics and sensitivities with proper justification.
5. Limit monitoring of risk sensitivities, VaR and SVaR and prompt communication to FO about the breaches.
6. Active involvement in adhoc request on regulatory topics, valuation model changes, Stress VaR widow calibration etc.
- Focus on error free production with the stipulated time bound process.
- Having good analytical skills to perform manual valuation of the Products for the respective asset classes.
- Co-ordinate with Front Office (FO), Technology teams and other internal stakeholders when required during the validation process.
- Effective communication to highlight issues in the validation process to the BGL management and Regions.
- Create and maintain adequate documentation for the responsible task and implement appropriate controls and checks in the process
- Should work in tandem with onshore risk counterparts for onboarding new processes and ad-hoc query resolution.
- Should be able to work in a team environment and should work towards the team’s goals as priority.
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Senior Analyst - Market Risk/PNL
Permanent contract
Bangalore, India
Hybrid
Responsibilities Profile required Why join us Business insight Diversity and Inclusion
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