Risk Analytics - Capital Markets

We have an immediate requirement for the positions in Risk Analytics –Consultant level for a leading Consulting company at Bangalore/Gurgaon.

Education: Graduate/Post graduate /MBA with Exp of 4 -6 yrs in Capital Markets/ Commercial bank, investment bank/ broker-dealer, fund manager or insurance firm), Rating Agency or Professional Services / Risk Advisory with good exposure to :

- Building Risk Models

- Good Knowledge of Basel II and FRM is Preferred.

- Conceptual understanding or direct exposure to one or more of the following types of models: interest rate pricing models, equity and FX option pricing models, single and multifactor derivative pricing models, stochastic volatility models

Roles & Responsibilities

- Responsible for building, developing, refine and validate risk models in any of the following categories:

- Capital & liquidity modeling
- Market risk stress testing
- Counterparty risk, VaR and exposure modeling
- AMA modeling/ Operation Risk identification and measurement
- Valuation of financial instruments/ products
- Limit setting and watchlist/ exposure usage monitoring
- Netting, risk aggregation and reporting

- Advise clients on a wide range of risk management issues across credit, market, operational and liquidity risk

- Build, refine and validate various categories of risk models for Capital Markets clients

- Provide functional expertise for development of risk applications and systems for trading, hedging, simulations, reporting and risk aggregation

- Build knowledge base and disseminate information

Interested candidates can apply to preeti.sethi@mastermindnetwork.co.in or call at 011-46140024