Risk Management Role - Quantitative Investment Management Firm

Role and Responsibilities :

Knowledge of :

- Financial Markets and Products (Asset classes, derivatives - Futures, Options, Exotic Products)

- Market and Credit Risk

- Market Risk Measures - Value at Risk (VaR) etc.

- VaR - Methodology

- SQL and at least one programming language.

Responsibilities :

- Value at Risk (VaR) - Calculation/Analysis.

- Other risk measures like Maximum Drawdown, Liquidity Risk.

- Reporting risk numers - VaR, LR etc.

- Suggest and implement improvements/corrections to current model/s.

Good to have :

- Programming skills (Especially C#, R)

- Experience of working with Tableau

- Experience in the financial sector

Education :

- B.Tech (C.S) (Good College)

- MBA in Finance

- Course in Risk Management