Senior Consultant - Market Risk

The ideal candidate will have to meet the defined attributes for the role and display a high degree of energy, enthusiasm and passion for change including the ability to pro-actively engage in solution design and definition. The role involves primarily business analysis and system implementation and testing.

- Candidates should have at least 3-5 years of experience in the financial markets / bank's treasury middle office / market risk function.

- Experience in performing valuation and market risk measurement (risk sensitivities, VaR, stress testing, counterparty credit risk etc.) modelling for various treasury products like bonds, derivatives, options and other exotic products

- Experience in developing and validating market risk methodologies and frameworks

- Familiar with global regulatory requirements of PRA, FINMA, FINRA, SEC

- Experience in Financial market measurements ( VAR, Stress testing)

- Experience in BASEL 2, BASEL3.

- Statistical Modelling/Analytics experience must

- SAS/ Python/ R experience is must.

- Banking domain preferred

- Willingness to travel - both domestic as well as internationally.

Qualifications

MBA or equivalent Master's degree in Finance, Statistics, Economics or Mathematics from premium institutes required. Graduates (B.Tech / B.E) with relevant experience can also be considered.

Professional Certifications like the CFA and FRM will be an added plus

Must possess analytical experience, a thorough understanding of the derivative markets, and experience in researching. Moreover, quantitative training and strong problem solving as well computer skills (Excel, VBA) are necessary.