Support enhancements and optimization initiatives for Market and Credit Risk across the bank's risk technology platform, encompassing functional analysis and technical solution support.
Collaborate with business stakeholders, Risk, Front Office, quantitative analysts, and IT teams to gather requirements.
Participate in functional testing and parallel run activities to validate mark-to-market differences and risk measure accuracy between front-office and risk systems.
Validate and analyze market and reference data across asset classes, including Bonds, Commodities, IRD, FX, and Fixed Income products for Market Risk and FRTB.
Maintain, query, and optimize risk data structures and databases for the risk engine and associated systems, establishing controls for data lineage, reconciliation, and data integrity.
Develop and utilize Python
and SQL-based tools for data analysis, validation, reconciliation, control reporting, test automation, and issue investigation.
Support front-end enhancements for internal tools, dashboards, and business workflows using AI technologies to improve usability and operational efficiency.
Analyze and resolve issues related to system configuration, pricing, sensitivities, market data, and trade processing, coordinating remediation with technical teams.
Own and lead implementation of Market Risk configurations, including stress testing, back-testing, scenario analysis, and reporting frameworks.
Conduct impact analysis and validation of risk measures such as VaR, PV01, CR01, sensitivities, and PnL vectors, including explaining differences across systems.
Troubleshoot and debug complex issues in risk calculations, data flows, interfaces, and reporting outputs through functional expertise and technical analysis.
Prepare and review business requirement documents, functional specifications and user documentation across risk streams.
