Assistant Manager/Manager - Market Risk Management - BFS

We are hiring for a leading Financial organization based at Gurgaon

Position : AM/ MGR- Risk Management (Females Required)

Experience : 3-8 yrs in Risk Management/Risk Analysis role.

Education : PG/MBA/CA

Role & Responsibilities :

- Researching daily valuation breaks for all OTC products.

- Identify reasons for reconciling differences, including root cause analysis of process defects.

- Draft and submit large break report with VaR impact assessment and determine if Risk Re-statement is required

- Reconciling Global Markets portfolios on a daily basis for large P/L swings and MV breaks in Finance and Risk systems.

- Researching daily valuation breaks for all OTC products.

- Basic Knowledge of portfolio variance and volatility.

- Ability to understand key market drivers for VaR , Stress VaR impact - Contribution to Risk.

- Knowledge of GREEKs (Delta, Vega)