AVP - Marker Risk Management - BFSI

We are hiring of leading Investment banking organization at Mumbai.

Role : Market risk Management

Experience : 6-8yrs

Education : B.Tech/Masters/MBA/PGDM from tier 1 /Tier 2 institute

Role :

- Involved in VAR Calculations & Stress testing.

- Market Data Time series, VaR Production, Back testing, Stress Test Reporting, FDSF, Volker Reporting

- Maintain and develop documentation on processes where needed

- Responsible for Reporting, VaR Analysis, Limits, and Stress Testing.

- Ensure timely VaR sign-off ( Flash/Finals/ etc ) and other deliverables based on frequency

-Ensure any data quality gap is overcome by means of effective dialogue with internal and external team members.

-To provide business requirements for any new development or fixes to the Market Risk Projects team or IT and to sign off test results.

-Good knowledge of Risk, especially Market Risk concepts and methodologies

-Experience in building, managing, and improving processes.

-Prior experience in the Market Risk Reporting is preferable