🎯 Project Aim
Historically, each Market Risk Management function was managing their risks within Excel based EUCs, PowerBI Dashboards, and SQL queries, and there was no consistency between asset classes.
Regulators raised a weakness in this approach, citing issues with versioning particularly with the Excel EUCs, and requested a strategic implementation that could enable Risk Managers to input their desk node (or business unit) into a generic dashboard, and reload those risk views with desk-specific data.
The implementation would see Asset Class specific “tabs” created, with sub-tabs relating to groups of sensitivities, or representations of the risk.
Additionally, Capital metrics would also be included, enabling users to view metrics such as Value at Risk (VaR) and Incremental Risk Charge (IRC).
👥 Stakeholders
Market Risk Management, Market Risk Reporting
❗Why It’s Important
Automated Market Risk Dashboards allow users to input their desk node and instantly refresh all risk views with accurate, desk-specific data.
This improves speed, transparency, and decision-making by eliminating manual effort and ensuring real-time access to key metrics like VaR, sensitivities, and exposures.
It enables risk teams and desk heads to proactively manage risk and respond quickly to market changes, using a single, consistent source of truth.
This improves speed, transparency, and decision-making by eliminating manual effort and ensuring real-time access to key metrics like VaR, sensitivities, and exposures.
It enables risk teams and desk heads to proactively manage risk and respond quickly to market changes, using a single, consistent source of truth.
✅ Benefits
Automating these dashboards eliminates the need for manual filtering, SQL queries, or multiple static reports.
Users are able to gain real-time access to updated metrics such as VaR, sensitivities, exposures, stress test results, and limit usage.
Improvement in data accuracy and consistency, ensures timely reporting, and supports faster response to market movements.
Risk teams, desk heads, and senior managers benefit from a single source of truth that is both interactive and aligned with the firm’s risk governance framework.
Users are able to gain real-time access to updated metrics such as VaR, sensitivities, exposures, stress test results, and limit usage.
Improvement in data accuracy and consistency, ensures timely reporting, and supports faster response to market movements.
Risk teams, desk heads, and senior managers benefit from a single source of truth that is both interactive and aligned with the firm’s risk governance framework.
🛠️ Tools Used
SQL | Excel | JIRA
🧩 My Role
Lead Business Analyst:
- Ongoing collaboration with Market Risk Management, and Reporting teams, to understand the requirements for implementation
- Creation of Business Requirements, where approved requirements are then documented functionally in JIRA ready for IT implementation
- Perform QA checks on each development step, to check that delivery passes the defined Acceptance Criteria
- Presentation of delivered output, with explanations, to Market Risk, and Reporting, for approvals, ahead of release
- Documentation of the process for Production Support to inherit the process for ongoing BAU