We are looking for professional in FRM/Market/Credit risk management domain who have been working in financial services, highly driven, result oriented and can work in a third party set up.   Must have :   - Sound understanding of risk management in market risk, credit risk, liquidity risk, and stress testing for Rates, FX, Equity, Commodities.  - Knowledge and experience in the following: MTM, Basel II / III, Dodd frank, FRTB, BCBS 239, Counterparty CR, Risk reporting, VaR/CaR methodology, capital calculations, and potential exposure  - 6+ yrs of experience in business analysis, data management, change, consulting, or process management in risk, preferably within Investment Banking environment  - Experience in presales support for Risk services in Investment/Private Banking   - Understanding of systems, delivery lifecycles and delivery methodologies working with global teams; experience with offshoring and outsourcing  - Knowledge of probability theory, statistics, econometrics and numerical analysis.  - Excellent communication, listening and interpersonal skills with the Executive Presence to present and lead client meetings with senior internal and external stakeholders  - Ability to understand and analyse complex problems, methodically devise and present a solution, and apply sound judgment independently  - Ability to work in a dynamic environment and in a global team structure  - Well-organized with ability to prioritize effectively and multi-task, while working independently. Track record of coping with aggressive timelines and deliverables.   - Thorough professional with strong ethics, 'team player' attitude and mature mind set  - Strong attention to detail and accuracy/timeliness of delivery  Job Responsibilities :  - Manage the process of validating the data feeding the risk systems. Ensure timely publication of VaR and other risk measures   - Analyse risk scenarios and benchmark risk profiles for new products.  - Calculate risk associated, measure value at risk (VAR), and manage market risk exposures (Delta, Gamma and Vega risks) for derivative strategies. Analyse variances and explain underlying changes.  - Monitor and escalate issues to senior management attention  - Liaise with IT / Change departments to drive improvements in the process and make it more robust and scalable  - FRTB :The Fundamental Review of the Trading Book (FRTB) - FRTB is loosely defined as a set of proposals by BCBS -Basel Committee on Banking Supervision as framework for the next generation market risk regulatory capital rules for large, internationally active banks.  - Effective stakeholder management; interact with a diverse audience from senior management to risk management committees and non-risk forums  Interested candidates please revert back with the update profile.   Reema

Pune

eClerx - Senior Manager - Market Risk 

eClerx - Senior Manager - Market Risk  ,Job Description for eClerx - Senior Manager - Market Risk  in Confidential in  Pune for (6-12) years of experience. Apply Now!

Job Description for eClerx - Senior Manager - Market Risk  in Confidential in  Pune for (6-12) years of experience. Apply Now!