Market Risk/VaR - Investment Bank

Market Risk

Company : Leading Investment Bank

Location : Mumbai

CTC & Grade : Negotiable

Roles & Responsibilities

- ERC methodologies are regularly refined and enhanced to reflect structural changes to the market and to ensure continued best practice

- Different key projects are planned over the coming months, additionally regulators often focus on Economic Capital

The roles involves:

- Assisting on the development and improvement of economic capital methodologies, work on methodology proposals and impact analysis

- Liaison with other teams in and outside regarding methodology and parameter changes and other project deliverables

- Working on submissions to Regulators, including working on specific analysis and requests

- Organizing methodology related committees meetings, preparing meeting materials

- The role offers the opportunity of:

- Learning the economic capital framework and how this is applied in a leading banking institution; learning how risk is quantified across the various business lines

Experience Required

Ideally the applicant should have the following skills and experience:

- 3+ years experience in a financial institution, ideally giving exposure to risk and markets. Prior VaR/Economic Capital experience would be a plus

- Excellent analytical skills with a quantitative background

- BTech/Mtech/Msc in the field of mathematics or finance / accounting or engineering

- Solid financial education – e.g. CFA, FRM or similar

- Project experience; organized, able to keep track of simultaneous deliverables

- Good communication skills, able to deal with different teams

- Good spreadsheet and power point skills

If intrested forward your CV to mrinalraia@gmail.com