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Assistant Vice President - Market Risk Methodology Desk - Investment Bank - IIT/NIT (5-12 yrs)
Job DESCRIPTION:
Job Title: Assistant Vice President (AVP)
Location: Mumbai
Exp: 5 to 12 yrs
ROLE RESPONSIBILITIES
Perform quant driven development for Market Risk Methodology desk
Development of Historical Simulation VaR framework for ECB Stress Testing
Back testing of models and Risk factor back testing of VaR
Development of pre-deal checker platform for new trades
TECHNICAL SKILLS
Strong educational background in Engineering/Science (IIT/NIT candidates)
Good knowledge of financial instruments and markets across all asset classes
Strong analytical skills with basic knowledge of Numerical techniques and applied econometrics
Basic knowledge of Derivatives Pricing & Risk calculation, VaR
Strong programming skills in at least any one of C/C++, Java, Python, MatLab etc
Basic knowledge in Web-based technology will be a plus
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