Macro Market Risk Manager, Vice President, Firm Risk Management
Core
Lead the Asia Market Risk team supporting Fixed Income and Equity products, monitoring daily market risks and advising on risk mitigation strategies.
Role type
Vice President, Macro Market Risk Manager
Builds
Independent oversight of market risks, risk summaries, regulatory reporting, and data infrastructure improvements for FID and Equity products.
Domain
Financial Services / Market Risk / Fixed Income & Equity
Deliverable
production ML models | dashboards & analysis | client delivery
Required skills
Market Risk concepts, Greeks and risk exposures, portfolio analysis, scenario estimation, regulatory knowledge (FRTB, ICAAP, RBI), data management, Python, database queries
Preferred skills
CFA or FRM certification, experience with Indian markets, AI tools and prompt engineering
Technologies
Python, Excel, database queries
Responsibilities
Monitor market risk daily using VaR, Greeks, exposures, and limits; Perform portfolio analysis and prepare risk summaries for senior management; Advise Data teams on data quality and control design; Contribute to regulatory initiatives and represent Data during reviews; Maintain engagement with Risk, Finance, Audit, and Technology teams; Mentor and manage a small-sized team
Seniority
Senior, hands-on IC with people management
