Lead Expert - Market Risk/PNL

Risks Permanent contract Bangalore, India Hybrid Reference 25000JI0 Start date Immediately Publication date 2025/10/17

Responsibilities

PnL Responsibilities

1. Analysis, Validation, Commentary and Reporting of Daily Profit and Loss for Equity / Fixed Income, Equity / Fixed Income Derivatives and Hybrid Asset class.

2. Explanation / Substantiation of Daily Profit and Loss by attributing the Profit and Loss derived from different Greeks (Delta, Gamma, Vega, Rate, Dividend, Repo etc.) and new deals

3. Analysis of Validation, Commentary and Reporting of FRTB Risk Profit and Loss.

4. Analysis and commentary of VaR (Value at Risk) Back Testing breaches. Suggesting steps to ensure reduction of VaR Back Testing breaches

5. Co-ordinating with Accounting team to explain difference between Month End Accounting and Economic P&L.

6. Practicing appropriate controls and reviews D...