Market Risk Analyst - Market Risk + VaR - Investment Bank

Market Risk Analyst (Market Risk+ VaR)

Opportunity with Tier1 Investment Bank

Location: Gurgaon

Technical Competence :

- Background in finance and financial products

- Strong Microsoft EXCEL skills, including VBA

Qualifications :

- MBA/Btech from Tier 1 college

Experience :

- Has experience of working in market risk

- Understanding of VaR and its different methods of calculation

- Excellent analytical and problem solving skills.

- Proven interest in Financial Markets and products

Job Description :

- Effective Risk management of Market risk limits and controls

- Daily analysis report and email

- Daily commentary on biggest position changes, market and P&L drivers

- Weekly summary of main Portfolio & Stress trends

- Support with BAU and Ad-Hoc regulatory deliverables

- Monthly updates for the risk committee and Board

- Quarterly analysis for disclosures