Job Views:  
6239
Applications:  138
Recruiter Actions:  87

Job Code

373145

Associate - Market Risk Management - Bank

2 - 10 Years.Mumbai
Posted 8 years ago
Posted 8 years ago

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

Didn’t find the job appropriate? Report this Job

Job Views:  
6239
Applications:  138
Recruiter Actions:  87

Job Code

373145

UPSKILL YOURSELF

My Learning Centre

Explore CoursesArrow