Posted By
Posted in
Banking & Finance
Job Code
360841
We are looking for someone who has a good Practical experience in Market risk domain & Who has exposure to VaR,SVaR,Scenerio analysis,Historcial VaR,Monte carlo simulation for a leading investment bank in Mumbai.
The Role : A member of the MRA team, reporting to the Head of MRA Mumbai. The primary responsibilities are:
- Review reports from Market Risk Control for accuracy before it reaches Market Risk Management
- Deliver analysis and explains of VaR, SVaR, IRC, RWA and EC
- Stress testing analysis, explain and specifications
- Ad hoc (- What-if- ) analyses e.g. VaR/EC/RWA impact of new trades
- Provide analytical support to Risk Managers to facilitate risk management / business decisions.
- Contribute to methodological enhancements, including quantitative impact analysis
- Develop reports to facilitate robust risk management practices
Job Requirements :
- Grad/post-grad degree - qualified in a numerate discipline
- Experience working in a Market Risk position at an Investment Bank
- Broad financial market and product knowledge, preferable expertise in derivatives
- Details-focused and numerically literatte
- Excellent communication skills - ability to articulate technical and financial topics with global stakeholders
- A reliable team player with the motivation to work in a dynamic, international and diverse environment.
- A committed and motivated individual for self development and growth
- Keen interest in various risk frameworks and how they are interconnected for bank's capital
- Solid experience in using large datasets with experience in relevant software packages, e.g. MS Excel, MS Access, VBA, and SQL. Experience with additional programming languages is a plus, e.g. Matlab, R, or C++.
- Experience with SAS is beneficial but not necessary
- Able to multi-task and deliver under tight deadlines
Didn’t find the job appropriate? Report this Job
Posted By
Posted in
Banking & Finance
Job Code
360841