Associate - Global Risk/Market Risk/Stress Testing Implementation - Investment Bank - IIM/ISB/FMS/MDI

Global Risk Market Risk Stress Testing Implementation (Associate)

Job Location - Mumbai Powai (Investment Bank)

Position Specifications :

Experience : 2 - 5 years

Qualification : MBA from a reputed institute

Role & Responsibilities :

1) Implementing Shocks of various scenarios in Front Office Systems

a. Understanding of various asset classes such as Rates, FX, Equity, Commodity, Credit

b. Understanding of Front Office systems and valuation of asset classes

c. Attention to Detail

2) Validation of implemented Shocks

a. Understanding of Greeks for various asset classes

b. Ability to quickly turn around on deliverables

c. Ability to answer queries from Audit or MVG

3) Investigation of pricing failures and missing trades

a. Good Communication skills to clearly explain the issue to Quants/Front Office to find a resolution

b. Knowledge of various derivative products is required to provide preliminary investigation to Quants

4) Controls & Monitoring

a. Continuously improve controls on the current processes to reduce Operational Risk Events

b. Innovate & automate processes to reduce time & effort

c. Raise any new risks identified in the implemented processes to management promptly

Mandatory :

- Excellent oral and written communication skills

- Working experience in Excel and VBA

- Basic knowledge of Financial products

- 2 - 5 years of experience in Market Risk/Stress testing

Desired :

- Masters (MBA preferred) from a reputed institution

- Extensive Knowledge of Derivatives products (including exotics) financial markets, Economics

- Knowledge of Python, SQL,MDX

Kopal Kapoor
hCapital Technologies Private Limited
Mobile: 98117 21760