Manager - Stress Scenario Calibration - Bank

Stress & Scenario Calibration

Looking for a candidate with 5-7 years of work experience in Market Risk / Credit Risk domain preferably with a bank

- Candidate should have a good knowledge of Value at Risk models, market risk and a good understanding of financial instruments

- Prior experience in time series analysis would be an preferred

- Basic to advance understanding of Asset Control would be preferred

- Candidate should have good communication skills with a proactive approach & ability to work independently

- Candidate from reputed institutes are preferred - should have engineering background with PGDM / MBA

- Candidate should be at expertise level with MS Excel and should also have a coding knowledge VBA or otherwise.

- Professional certification like FRM / CFA can be an added advantage