Senior Consultant - Market Risk - BFSI

Market Risk

Role : Sr. Consultant

We are looking for positions in Market risk with a leading financial organization at Mumbai / Bangalore

Experience :4-6 years of experience in the financial markets / bank's treasury middle office / market risk function.

Role & Responsibilities :

- Would be working on Market Risk measurement (risk sensitivities, VaR, stress testing, counter party credit risk etc.) modelling

- Will be responsible for stakeholder management skills and experience working with Risk analysts

- Strong Understanding of statistics; specifically time series based regression models, statistical tests for statistical assumptions, copulas etc.

- Experience in Basel implementation and should be familiar with latest regulatory developments around Incremental Risk Charge (IRC)/ CCAR,

- Strong change management & stakeholder management skills.