VP/Director - MLRM Equities - Investment Bank

Urgent opening for VP & Director MLRM Equities

- We are looking for senior candidate who has a good knowledge of risk management of algorithmic trading business, good in statistics, have work experience in managing a global business, good in programming (specifically in VBA and R), have worked in generating ideas for forward looking business scenarios, have demonstrated capability in team handling, mentoring and handling stress situation.

- The candidate should bring expertise to the table on product valuations, understanding of complex models etc.

In general the below is what we have in JD :

Market Risk Management Equities :

- Market Risk Management Equities manages market risk for Equities portfolio which includes Derivatives, Convertibles, Prime Brokerage, Cash and Systematic Market Making divisions across US, Europe and Asia Pacific. Risk Management framework primarily comprises of measuring and monitoring market risk using sensitivity (Greeks), VaR & Scenarios (stress testing).

- The role of a risk analyst to ensure accurate capture of sensitivity, VaR and scenarios numbers are reflected in the risk reports and senior management understands which trading positions are the drivers of risk numbers and periodic changes in these numbers.

- This is supplemented by detailed analysis at region, trading desk, product and trade level to develop a deep understanding of products & sensitivities to enable the bank to better understand and manage risk.

- Candidate is required to have a strong knowledge of equities products & valuation models (including structured derivatives) desk and business strategy (what are the primary trades and hedges, source of PnL), the IT infrastructure & flow of data (from pricing models to reporting infrastructure & databases), macro-economic drivers of risk, etc.

- Through the role you will develop subject matter expertise in Equities products, especially the behavior of various Greeks and proactively engage various stakeholders in identifying the issues relating to market data & systems as well as help in developing and enhancing risk reports.

- You will also develop an understanding of market risk management process, systems and associated roles in investment banks.

If you find it is suitable then please apply with your updated CV with below detail :

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Handling a team of :

Tejashree Waradkar
+91 22 66848548