This is a position in the Market Risk Time Series Management team in Mumbai. Market Risk Time Series Management team oversees the end-to-end process for time series data quality controls under the Data Quality Program (DQP). Our mission is to ensure the integrity of market data—including both historical price time series used by the firm’s Value at Risk (VaR) model in Market Risk, and Average Daily Traded Volume (ADTV) used in our internal Gross Market Concentration (GMC) risk and Strategic Stress liquidity calculations in Credit Risk. Accurate VaR results rely on historical time series data that truly reflects market movements and relationships across key factors. Likewise, reliable ADTV data is essential for GMC, a framework our Credit Officers use to approve trades and manage concentrated positions relative to the size of the traded market. The team works closely with internal stakeholders to ensure any data quality issue is remediated in a timely manner for accurate risk computa...