We have an urgent requirement with our client in Pune.  JD:  Desired Experience: 6 to 8 years of Financial services experience in Market Risk Management or Market Risk Capital Reporting of an Investment Bank.  Main Responsibilities:  - Manage systematic model testing for VAR, SVaR, CRM, CVA, and also support Back testing and Stress testing  - Research alternate sources of data for continued comparison and quality assurance, including data extracted from the bank’s internal systems  - To provide timely and accurate market data for internal Market risk systems.  - Analyse time series data for information content that may be of use to Risk Managers, such as market liquidity, hedge efficiency.  - Validation of time series data including security pricing, asset pricing, index, corporate actions, trading data and market level data.  - Management of own daily production, data integrity and testing projects  - Understanding of regulatory environment framework Basel 2 and Market Risk directive CAD 2.  - Working knowledge of VaR and Risk sensitivities.  - The primary focus of the role includes the analysis, specification, design and implementation of daily Credit risk feeds.   - The role involves understanding the various processes to generate the risk numbers retrieved by various risk feeds. This will involve evaluation and analysis of Market risk exposures by employing statistical and other approaches.  - Work closely with the Business, Front Office IT, Risk IT, Controllers, Operations and counterparts in other regions  - The key elements of the projects include planning, assessment of completeness and accuracy of the data, specification of feeds, processing and testing  In case you wish to explore the opportunity, please feel free to call me on 02065100881.  Reema Maheshwari Founder & Chief Consultant Credence HR Services LL- 020-65100881 LinkedIn: in.linkedin.com/in/reemamaheshwari/ Visit us : www.credencehrservices.com

Pune

AVP - Market Risk Capital Reporting - Investment Bank 

AVP - Market Risk Capital Reporting - Investment Bank  ,Job Description for AVP - Market Risk Capital Reporting - Investment Bank  in Credence HR Services in  Pune for (6-11) years of experience. Apply Now!

Job Description for AVP - Market Risk Capital Reporting - Investment Bank  in Credence HR Services in  Pune for (6-11) years of experience. Apply Now!