Understands regulatory requirements and liaison with key business stakeholders across CRO Change, Methodology, Market Risk, Market Data, Front Office and Technology teams amongst others
Gap analysis, conducting deep dive analyses and documenting business requirements around market data modelling, real price definitions and related areas.
Acts as a cross-team point of contact within the program on subject matter issues
Works with teams globally to pursue functional requirements, progress lifecycle and manage and/or perform testing
Monitors, Analyses and stress tests various market risk issues & limits.
Prepare regular reports on market risk.
Assists with documenting market risk policies & procedures.
Typical skills set