VP - Market Risk - Inv Bank

Currently we have an opening for VP Market Risk in a leading Investment Bank in Mumbai. Brief job profile is:

- Running global and regional VaR on daily basis and analyzed the significant VaR changes for various products like MBS, ABS, Interest Rate Derivative, CDO, FX, Money market Fund and Equity.

- Investigating sensitivity changes

- Ensured accuracy of forecasted risk numbers by regularly back-test risk models

- Monitored Market Risk Stress Testing, performed Economical Capital analysis and Scenario Analyses for trading desks

- Managed the monitoring of the Bank’s limit/exposure to market risk on a daily basis.