Business Analyst - Market Risk Domain

Role : Business Analyst

Experience : 7-12 years

Location : Pune

JD :

Knowledge/Experience :

- Thorough knowledge of cash and derivative products in Fixed Income, FX, Equities and their sensitivities 

- Exposure to VaR methodologies Knowledge of Risk factors and mapping Local pricing & Full pricing Variance co_variance matrices, simulation and aggregation 

- Linkage between Market Risk and Basel II/III Excel prototyping

Skills :

- Analytical modelling of Var Methodologies

- Thorough understanding of financial products

- Exposure to Use case methods

- Articulation/ Written and verbal communication

- Deep working experience of flowcharting, Visio, MS-Office applications