AVP - Market Risk - Investment Bank

Discipline - Banking

Subsector - Risk Management

Location - Mumbai

About our Client - Our client is a high-profile worldwide leading Investment Bank with significant presence in Asia. Due to constant expansion and to bring their business to even greater heights in India, an outstanding opportunity has arisen for a Market Risk candidate to take on a challenging role based out of Mumbai.

Job Description - Reporting to the VP Risk, your specific responsibilities will include:

- Primary contact for all trading activities in the Mumbai Branch.

- Conduct review of daily market risk reports and provide regional Head of Market Risk with updates on trading activities.

- Provide independent market risk analysis and advice (e.g. regular briefings on entity market risk trends, provision of information on market risk exposures, market risk methodologies and market risk policy) as required to local entity management.

- Monitoring of local entity VaR limit utilization and conduct limit reviews as required.

- Liaison as required with other departments, internal audit, external audit and external regulators.

The Successful Candidate -

- You should possess a Quantitative / Financial Undergraduate Degree / Postgraduate or CA with at least 6-8 years of work experience.

- Excellent practical experience working within Market Risk with your last role being in within the team management space.

- You should have extensive knowledge in Value at Risk, Economic Risk Capital and good understanding of market risk methodologies (Greeks, VaR, stress testing).

- The candidate should have strong computer skills (Excel spreadsheet and VBA would be an advantage).

What's on Offer - This is an excellent opportunity to develop your career and bring it to the next step within one of the most prestigious financial institutions in the world. Our client will provide excellent career path and a high level of internal mobility for the high performers.

To Apply - Click here to apply