Senior Manager/Manager - FRTB Policy & Governance

About CRISIL Limited:
CRISIL is a leading, agile and innovative global analytics company driven by its mission of making markets function better.
It is India’s foremost provider of ratings, data, research, analytics and solutions with a strong track record of growth, culture of innovation, and global footprint.
It has delivered independent opinions, actionable insights, and efficient solutions to over 100,000 customers through businesses that operate from India, the US, the UK, Argentina, Poland, China, Hong Kong and Singapore.
It is majority owned by S&P Global Inc, a leading provider of transparent and independent ratings, benchmarks, analytics and data to the capital and commodity markets worldwide.
About Global Research & Risk Solutions:
CRISIL Global Research and Risk Solutions (GR&RS), is a leading strategy implementation partner that works across the globe with many of the world's biggest financial institutions in helping them grow revenues, minimize risk, enhance productivity, make better decisions and enhance returns.
Globally, we provide Financial Risk (Model Risk, Traded Risk, Credit Risk) and Non-Financial Risk Services in addition to bespoke Research Services.
Over the past two decades, we have served more than 200 institutions and over 10,000 stakeholders across banks and asset managers, pioneering the launch of new services in the process.
Our consultative approach in providing "Run the Bank" and "Change the Bank" solutions & services help our clients achieve tactical and strategic goals, manage complex risks and transform with conviction.
Our unique ability to combine our rich talent pool, with cutting edge analytics and technology helps us co-create winning experiences with our clients
Job Duties
We are looking for an experienced FRTB Policy and Governance Senior Manager / Manager with sound knowledge and experience within Market Risk domain, trading book banking book boundary (TBBB) and especially assisting on defining risk policy, build control & governance of our global Investment Banking Clients.
Work on FRTB market risk framework, interact with Enterprise Risk Management teams & partner with stakeholders like senior Risk Managers & Desks at all levels and geographies of the organization & contribute to risk policy framework & standards for Market Risk function and align those to regulatory requirements.
To understand the different types of market risk that may be relevant to the investment bank's operations & providing support for FRTB frameworks, policy and governance control.
Proactively identifies emerging risks on any deficiencies or control gaps, collaborates with the team to suggest appropriate remedial actions
Develop procedures for monitoring and managing market risk.
Define reporting requirements, ensures internal reviews and external examinations are well managed with clearly evidenced results.
Provide excellent and specialized market risk domain advice and opinion to management and the business. Identify and prioritize areas of risk for analysis.
Evaluate & establish risk limits, based on the bank's risk appetite, regulatory requirements, and historical experience.
Review and update the market risk management policy and updated regularly to reflect changes in the bank's risk profile, regulatory requirements, and market conditions.
Collaborate with FRTB Framework team and other Market Risk teams to set up reporting for senior management
Skills Required
Experience of defining, reviewing risk policy & building governance for market risk function at Global markets division is mandatory
Experience in remediating MRAs / MRIAs
Candidate must show capability to effectively communicate with senior stakeholders in the firm on FRTB / market risk related topics
Consulting and / or relevant work experience. Independently capable of steering and managing multi-stakeholder projects or multiple teams on a project
Good understanding of Market Risk domain including processes, methodology, market & reference data and governance & controls
Ability to work with data, analyze complex information, and use statistical and mathematical models to assess risk
Understanding of regulatory requirements and standards related to risk management is important, including Basel III, Dodd-Frank, and other regulations.
High level of attention to detail is critical when analyzing financial data and assessing risk
Excellent communication and documentation skills to coordinate with business and technology stakeholders and team members
Exposure to Python & SQL is desirable.
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