Market Risk Analyst - Bank

Discipline - Banking

Subsector - Risk Management

Location - Mumbai

About our Client - Our client is a high-profile worldwide leading Investment Bank with significant presence in Asia. Due to constant expansion and to bring their business to even greater heights in India, an outstanding opportunity has arisen for a Quantitative Finance candidate to take on a challenging role. Our client is seeking to strengthen their team by hiring the right people within the Market Risk Area

Job Description - Reporting to the VP Market Risk, your specific responsibilities would include:

- Ensure that all risks are captured in the risk systems, understanding the economics of the various positions the desk holds and providing a transparent view of the risk to management.

- Daily sign off and validation of risk of the Credit Desk, liaising with the trading, product control and the market risk reporting team

- Running Risk Based P&L, understanding and querying differences between actual and risk based P&L on a daily basis

- Ad-hoc deep dive analysis on specific areas of the flow credit desk, looking at strategies, P&L and risk of that particular area (.e. industrial, financial, indices, swaptions, etc)

The Successful Candidate -

- You should possess a Quantitative / Financial undergraduate Degree with atleast 6 years of work experience.

- Individuals with advanced system skills including Excel / Access with VBA & SQL would be given top priority.

- You should have extensive knowledge in Value at Risk, ERC and other Risk Management Frameworks.

- Working within a Market Risk function currently is a MUST.

What's on Offer - This is an excellent opportunity to develop your career and bring it to the next step within one of the most prestigious financial institutions in the world. Our client will provide excellent career path and a high level of internal mobility (locally as well as internationally) for the high performers. Besides you will enjoy a dynamic, international and exciting work environment with constant challenging opportunities.

To Apply - http://www.michaelpage.co.IN/controller?event=JOB_APPLY_EXT&ref=I30720&source=ONL_IIMJOBS