Leading MNC Bank is looking out for Market Risk Management - Associate.
JD - Market Risk Management - Associate.
Primary Responsibilities
The primary responsibilities are:
Review reports from Market Risk Control for accuracy before it reaches Market Risk Management
Deliver analysis and explains of VaR, SVaR, IRC, RWA and EC
Stress testing analysis, explain and specifications
Ad hoc (- What-if- ) analyses e.g. VaR/EC/RWA impact of new trades
Provide analytical support to Risk Managers to facilitate risk management / business decisions.
Contribute to methodological enhancements, including quantitative impact analysis
Develop reports to facilitate robust risk management practices
Qualification / Skills Required:
Grad/post-grad degree - qualified in a numerate discipline
Experience working in a Market Risk position at an Investment Bank
Broad financial market and product knowledge, preferable expertise in derivatives
Details-focused and numerically literate
Excellent communication skills - ability to articulate technical and financial topics with global stakeholders
A reliable team player with the motivation to work in a dynamic, international and diverse environment.
A committed and motivated individual for self development and growth
Keen interest in various risk frameworks and how they are interconnected for bank's capital
Solid experience in using large datasets with experience in relevant software packages, e.g. MS Excel, MS Access, VBA, and SQL. Experience with additional programming languages is a plus, e.g. Matlab, R, or C++.
Experience with SAS is beneficial but not necessary
Able to multi-task and deliver under tight deadlines
Location: Mumbai
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