AVP-FID Macro(Market Risk Management)
We offer :
The role is within the Global Macro cluster, a newly created cluster that oversees all the FX, Rates and Commodities business as per the 2014 Bank announcement
- The candidate will have to monitor, understand and analyze the market risk and to support the SRM cluster manager and the Macro team
- Control the risk taking and participate in the definition of a limit framework
- Advise and drive delivery of tools/methodologies like VaR, sensitivity analysis, scenarios
- The candidate will prepare deep dive risk analysis and/or stressed scenarios and present findings to others within the team, traders and senior managers
- Liaise with other departments and support/manage project deliveries
- Manage delivery for the Global Macro team in Mumbai to global counterparts in London, NY and Singapore
You offer :
- Degree (e.g. BSc or MSc) in finance/ risk management / quantitative subjects or related discipline
- Modules on economics / statistics / risk management / financial stochastic calculus are an advantage
- 6-9 year of experience in the banking industry with for example participation to a graduate program
- Candidates without banking experience but a strong academic background will be considered
- Working knowledge in any asset classes and/or their derivatives will be considered
- Competent in using Microsoft Office suite (PowerPoint, excel, basic VBA programing)
- Analytically minded and effective communicator (written/oral)
- Details oriented, curious, keen to drill down risk issues deeply without receiving too much guidance from manager
- Need to deal with traders and quants and must be seen as a trusted and knowledgeable partner by those group
- Experience with managing teams at a senior level
- FRM qualification is a plus
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