Market Risk/Product Control - Risk Feeds - IB

Risk Feeds

Company : Leading Investment bank

Location : Mumbai

JOB DESCRIPTION:

- The team is seeking to recruit a Market Risk Analyst to work on Risk Feeds related projects. The projects will span across regulatory, new risk infrastructure and BAU deliverables.

- The successful candidate will be responsible for the gathering requirements, testing of risk feeds, analysis and subsequent presentation of test results to risk managers.

The role involves:

- Understanding and gathering the requirements for the allocated projects

- Testing of the risk feeds, which will comprise of sensitivity comparisons and performing VaR / IRC calculations.

- Working closely with the Feeds team colleagues, Business, IT Departments, Controllers, Operations and your counterparts in other regions

- To participate in the roll out of enhancements in risk systems, processes and data feeds.

SPECIAL CIRCUMSTANCES (e.g. shifts, travel overseas, hours):

- Extended hours may be required depending on system performance and region receiving the service provided

PERSON SPECIFICATION

EDUCATION AND PROFESSIONAL QUALIFICATIONS:

- Graduate or Post-Graduate in Finance/Statistics/Economics/Sciences/Mathematics.

- Completed or currently taking the CFA or FRM qualifications would be desirable.

WORK EXPERIENCE/BACKGROUND:

- Up to 3 years experience in Market Risk or Product Control

TECHNICAL/BUSINESS SKILLS & KNOWLEDGE:

- Knowledge of financial products, financial markets

- Strong analytical skills

- Strong spreadsheet and database skills (incl. basic knowledge of VBA)

- Basic understanding of market risk methodologies: VAR and other risk measures.

- Proficiency in MS Excel and MS Access

- Strong VBA and SQL knowledge would be desirable.

Please share your CV to somishah.g@gmail.com