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10/05 Arpana
Lead Consultant at CareerNet Consulting

Views:6740 Applications:42 Rec. Actions:Recruiter Actions:12

Assistant Vice President - Market Risk Methodology Desk - Investment Bank - IIT/NIT (5-12 yrs)

Mumbai Job Code: 449664

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

This job opening was posted long time back. It may not be active. Nor was it removed by the recruiter. Please use your discretion.

Women-friendly workplace:

Maternity and Paternity Benefits

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