VP - Market Risk & Liquidity Risk - Investment Bank

Opening : VP Market Risk and Liquidity Risk

Location : Mumbai

Company : Leading Investment Bank

Role & Responsibility :

- The job entails working in the Market Risk ICAAP team to assess the adequacy of the Pillar 1 market risk capital of the bank.

- Experience in the market risk area with good command of market risk for at least two asset classes.

- The ideal candidate shall have thorough knowledge of risk and scenario analysis, various Value at Risk methodologies, limitations of risk based scenario compared to full revaluation, modelling aspects of various equities and fixed income asset classes etc.

- The job is within Market and Liquidity Risk Management