2020 Market Risk Management Summer Analyst Program (Mumbai)
Background of the group:
MRD functions around identifying, measuring, monitoring, advising, challenging and controlling market risks generated by the Firm’s market-making and banking activities. The role will include significant collaboration with partners across the globe, particularly in Budapest, New York and London. The candidate selected for the role will need to balance technical skills, business knowledge, process management and people skills to navigate the technical and organizational hurdles of shepherding valuable corporate data of the Firm.
Analyze the impact of market data changes on risk measures, such as VaR (Value at Risk)
- Perform market data quality reviews and analysis
- Perform data quality checks on sensitivity measures - Greeks like delta, gamma, kappa etc.
- Analyze/Identify erroneous market data and appropriate sources for providing the correct data
- Resolve any issues that emerge, in conjunction with Risk Managers and Technology
- Run the existing processes and work on improvements/efficiencies
- Operationalize data collection processes by employing automation
- Conduct analysis on large data sets, processes and technology systems
- Collaborate with stakeholders and partners distributed in different regions and teams
- Coordinate work with technology partners related to systems and data
- Design and implement appropriate data quality metrics to effectively monitor market data issues
- Develop and maintain understanding of data relevant for market risk management