Associate Director - Risk - Investment Bank

Leading Investment Bank in Mumbai hiring for Women Candidates who are on Career Break for the following profile.

Position : AD - Associate Director (Risk)

Job Location : Mumbai

Salary : Not Constraint for the Right Candidate

Job Description :

- Understand Organisation trading portfolio and analyse risk sensitivities (greeks)

- Monitoring the risk measures (VaR, Stress, RWA), analyse the reasons for changes and discuss them with Market Risk Officers worldwide to understand how risk levels have changed due to trading activities

- Provide impact analysis on an ad-hoc and regular basis to Senior Managers to help them in the decision making process (i.e. looking for optimal hedging strategies)

- Stress analysis - understanding how Org.' portfolio could reacts to market and economic events (collapse, the Eurozone crisis etc.)

- Production of daily market risk reports, including VaR, Stress, RWA, CST, sensitivity reports on time for the Market Risk community including but not limited to Trading, Risk Officers, Senior Management, Executive Committees, Chief Risk Officer and to Regulators

- Execute on the strategic vision of the team which involves RPA (Robotics Process Automation), Adoption of Business Intelligence and Visualization tools.

Required Skills :

- University graduate (mathematics, statistics, economics or business/finance). CFA/PRM/FRM are favourable

- Previous years of working experience in the financial market industry, ideally in market/treasury risk

- Good knowledge of MS Excel, financial products and market risk fundamentals (essential) including but not limited to VaR, Stress Testing, Risk Weighted Assets and Combined Stress Testing

- Team management

Contact :

Zoya : 9980104317