AVP - Value at Risk - Market Risk

Discipline - Banking

Subsector - Investment Banking

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 Quantitative Finance candidate to take on a challenging role. Our client is seeking to strengthen their team by hiring the right people within the Market Risk Area

Job Description - Reporting to the VP Market Risk Mumbai, your specific responsibilities would include:

- Responsible to prepare daily reports covering Value at Risk and exposure across various cuts of the trading and lending portfolios, and the various business lines

- Calculate regulatory capital for the bank and its key legal entities

- Provide information to regulators, rating agencies and other relevant third parties on a periodic basis

- You would also be required to perform back testing activities like liaising with P&L team and business line risk managers to explain exceptions

- Lead a team of Analysts supporting reporting, limit monitoring and back testing.

The Successful Candidate - You should possess a Quantitative / Financial Undergraduate Degree / Postgraduate or CA with atleast 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 other Risk Management Frameworks.

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 - http://www.michaelpage.co.IN/controller?event=JOB_APPLY_EXT&ref=I31100&source=ONL_IIMJOBS