Manager - Market Risk - VaR/Modeling

- Product development/implementation in Market Risk Management.

- Understanding of Value at Risk (VaR) and modelling

- Understanding of financial instruments (Fixed Income, Equity, Forex & Derivatives).

- Understanding of Scenario Analysis/Stress Testing and Back Testing Framework

- Understanding of Basel II, Basel III & Regulatory Guidelines

- Consulting on Market Risk Policy, Valuation and Pricing

- Client Management / Stakeholder Management

- FRM/ CA/ MBA (Finance) or equivalent