Senior Associate/Manager - Market Risk - BFSI

Job Description

- Operates independently; has in-depth knowledge of Capital market

- Work on projects in the area of Market Risk, Counterparty Risk, Liquidity Risk, Monte Carlo

- Experience in Risk Modelling & Analysis

- Perform Back testing, Benchmarking and Sensitivity analysis

- Perform Portfolio Performance & Risk Attribution

- Preparation of reports and escalation to senior management

Knowledge/Skills:

- Excellent oral and written communication skills are required.

- Should have strong knowledge in statistics and conceptual & technical knowledge of risk concepts and quantitative modeling techniques. Understanding of stochastic calculus, derivatives pricing theory & numerical methods.

- Technical expertise in : VBA, SAS, Matlab, R is desirable.

- BASEL III understanding is desirable.

- Post Graduate in Financial Engineering / Statistics / Mathematics / MBA in finance from top B-schools

- CFA/FRM candidates preferred.