AM/Manager - Market Risk - Consulting Firm

We are hiring of leading Consulting organization at Mumbai.

Role : Market risk Management

Experience : 2-8 yrs

Education : Postgraduates with 2-8years of experience in banks, rating Agencies, consulting firms, corporate treasury, software companies

- People with CFA/ FRM degrees will be preferred

Role :

- Involved in VAR Calculations & Stress testing.

- Managing several critical reporting and governance routines, such as regulatory filings and board and committee input preparation

- Automate processes where needed via Python coding, excel, or other similar

- Maintain and develop documentation on processes where needed

- Responsible for Reporting, VaR Analysis, Limits, and Stress Testing.

- Understanding on Greeks, risk calculation, VaR, Expected shortfall, Back testing of VaR would be preferable,

- Experience in policies, procedures and regulatory reporting requirements in Treasury and Market Risk areas will be added advantage

- Working with large data sets and synthesize complex data from multiple sources