Equity Quant Market Risk
Main Criteria : Relevant experience in equity derivatives and market risk is a must
Company : Leading Investment Bank
Location : Mumbai
Role overview
- Working closely with senior risk managers and quant analysts to ensure all relevant market risks for the traded product range are supported by the front-office risk management systems and captured within the market risk systems
- Ensure all new risk types fed downstream by front-office systems reflect the risks of the portfolio
- Work with risk analysts to understand the various types of VaR used within the bank
- Provide business / functional inputs to various quant, support and IT teams, in ensuring successful implementation of new and improved risk measures, VaR methodologies and other projects
Qualifications/competencies
- B.Tech/B.E with good working knowledge of financial products including valuations and financial mathematics
- Working knowledge of database tools (SQL, Oracle)
- Proficient in Excel / VBA
Please share your CV to somishah.g@gmail.com
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