Market Risk Analytics Role
We are hiring for One of the Big4 for Market Risk Analytics role for Mumbai/Pune location.
Location: Mumbai/Pune.
Experience: 4 to 10 Years.
NP: Immediate to 30 Days.
Responsibilities:
The Market Risk Analytical role involves the following description:
- Knowledge of market risk instruments and products, understanding of market risk functions
- Good understanding about VaR (Historical Simulation approach including Full Revaluation approach) and risk sensitivities methodology and computation.
- Experience in working across systems and processes
- Strong analytical skills in breaking down the VaR numbers in identifying the main drivers
- Knowledge of MR regulations such as FRTB, IBOR transition etc
- Business Analyst experience would be an added advantage
- Strong interpersonal skills with proven ability of organisational planning and resource mobilisation
- Ability to bring analytical, structural and effective solutions to complex problems
- Responsible to establish a very strong partnership with stake holders -front office business, capital management, regulators, Quants, model review group and IT to contest necessary
- Responsible to work with stakeholders to produce requirements and functional specification documents
Education Qualifications:
- Qualifications would include a bachelor's degree / equivalent with relevant experience in financial markets/market risk with good knowledge of key risk metrics and risk process flows
- Experience with RDMS and proficient SQL skills with Python/Scripting Knowledge is a plus
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