AVP - Market & Liquidity Risk Management - Investment Bank

Opening - AVP Market and Liquidity Risk Management

Location - Mumbai

Company - Leading Investment Bank

Brief Job Profile:

- To assess the adequacy of the Pillar 1 market risk capital of the bank.

- Thorough knowledge of risk and scenario analysis, various Value at Risk methodologies, limitations of risk based scenario compared to full revaluation, modelling aspects of various equities and fixed income asset classes etc.

- The job is within Market and Liquidity Risk Management and hence a fundamental understanding of various risk management tools is expected.