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For Companies At a Glance
- Tasks: Join us as a Business Analyst to tackle market risk challenges and optimise data pipelines.
- Company: CRISIL GR&A is a leading provider of high-end research and analytics for global financial institutions.
- Benefits: Enjoy flexible work options, competitive pay, and opportunities for professional growth.
- Why this job: Be part of a dynamic team making a real impact in the finance world with innovative solutions.
- Qualifications: 7+ years in market risk, knowledge of Python, and experience with risk models required.
- Other info: Work in a collaborative environment with global teams across multiple time zones.
The predicted salary is between 48000 - 72000 £ per year.
Job Description
About CRISIL GR&A: CRISIL Global Research & Analytics (GR&A) is the largest and top-ranked provider of high end research and analytics services to the world's leading commercial and investment banks, insurance companies, corporations, consulting firms, private equity firms and asset management firms. CRISIL GR&A operates from centres in Argentina, China, India and Poland, providing support across several time zones and in multiple languages to global organizations. It has deep expertise in the areas of equity and fixed income research (covering global economies, 150 global sectors and over 3000 global companies), credit analysis, exotic derivatives valuation, structured finance, risk modelling and management, actuarial analysis and business intelligence.
Job Duties-
We are looking for a talented and experienced Business Analyst with sound knowledge and experience in the market risk domain for one of our global Investment Banking Clients.
- Support the implementation & testing of various risk change programs within the firm, times series checks & implementation including sanity check, validating, imputing
- Support in developing and optimizing data pipelines for risk calculations, trade analytics and regulatory reporting
- The role involves designing and implementing an effective data and controls framework for various Risk programs
- Work on cleansing historical time series, imputing-backfill missing values, implementing strategic controls for ensuring time series data quality
- Review & optimize the VaR back testing process, root cause findings of VBT exceptions
- Partner with technology, reconciliation unit, and data governance team, addressing exceptions and managing down applicable risk reduction metrics.
- Liaise with stakeholders (Department business team, IT, cross-department teams) involved in Data lineage work effort to manage multiple hands off and entailing stitching activities to build end-to-end data lineage
- Help risk manager to analyse & quantify the change impact, this may include digging through large data sets to understand the pattern/issue, replicating the calculation independently using banks pricing libraries, looking out for automations opportunities
- Design & develop reports for presenting to various project stakeholders on the testing done & gaps identified
- Ensuring the Quality Assurance standards for processes & systems changes are adhered.
- Create and maintain the project artefacts
Skills Required-
- 7 + years of relevant experience in Market Risk domain at Financial Institutions especially with historical simulations & times series aspect of times series would be highly desirable
- Knowledge & experience of working in both agile/waterfall environment ( JIRA, Confluence etc.)
- Experience of working on large risk change programmes with multiple work streams & multiple stakeholders
- Working knowledge of Python programming is required (not developer level skill set)
- Excellent communication and documentation skills to coordinate with business and technology stakeholders and team members
- Understanding of risk models like VaR, ES, Stress testing etc.
- Exposure to risk reporting, market data, risk systems, processes & methodology
- Good knowledge of latest developments in risk domain including regulatory updates like FRTB , IBOR
- Good knowledge of derivative products across asset classes including valuation & pricing
Market risk & Time series BA employer: Crisil
Contact Detail:
Crisil Recruiting Team
StudySmarter Expert Advice 🤫
We think this is how you could land Market risk & Time series BA
✨Tip Number 1
Familiarise yourself with the latest developments in the market risk domain, especially regulatory updates like FRTB and IBOR. This knowledge will not only help you stand out during interviews but also demonstrate your commitment to staying current in the field.
✨Tip Number 2
Network with professionals in the market risk sector, particularly those who have experience with large financial institutions. Attend industry events or webinars to connect with potential colleagues and learn about their experiences, which can provide valuable insights for your application.
✨Tip Number 3
Brush up on your Python programming skills, focusing on data analysis and manipulation. Since the role requires working with large datasets and developing reports, being proficient in Python will give you a significant edge over other candidates.
✨Tip Number 4
Prepare to discuss your experience with risk models like VaR and ES during interviews. Be ready to provide examples of how you've applied these models in previous roles, as this will showcase your practical knowledge and problem-solving abilities in the market risk domain.
We think you need these skills to ace Market risk & Time series BA
Some tips for your application 🫡
Tailor Your CV: Make sure your CV highlights your experience in the market risk domain, especially focusing on historical simulations and time series analysis. Use specific examples from your past roles that demonstrate your expertise in these areas.
Craft a Compelling Cover Letter: In your cover letter, explain why you are interested in the Market Risk & Time Series BA position at CRISIL. Mention your relevant skills, such as your knowledge of risk models like VaR and your experience with Python programming, to show how you can contribute to their team.
Showcase Relevant Projects: If you have worked on large risk change programmes or have experience with data governance, make sure to include these projects in your application. Highlight your role and the impact of your contributions to demonstrate your capability.
Highlight Communication Skills: Since the role involves liaising with various stakeholders, emphasise your excellent communication and documentation skills in your application. Provide examples of how you've successfully coordinated with business and technology teams in the past.
How to prepare for a job interview at Crisil
✨Showcase Your Market Risk Knowledge
Make sure to brush up on your understanding of market risk concepts, especially around VaR, ES, and stress testing. Be prepared to discuss how these models apply to real-world scenarios, as this will demonstrate your expertise in the field.
✨Familiarise Yourself with Data Pipelines
Since the role involves developing and optimising data pipelines, it’s crucial to understand the basics of data management and analytics. Be ready to talk about any experience you have with data cleansing and time series analysis, as well as tools like Python that can aid in these tasks.
✨Prepare for Stakeholder Interaction
Given the collaborative nature of the role, think of examples where you've successfully liaised with various stakeholders. Highlight your communication skills and how you’ve managed to coordinate between business and technology teams in past projects.
✨Demonstrate Problem-Solving Skills
The job requires digging through large datasets to identify patterns or issues. Prepare to discuss specific instances where you’ve tackled complex problems, particularly in a risk management context, and how you approached finding solutions.
