Market Risk Role - Investment Bank

Position: Market Risk Position (7-11 yrs)

Role:

- Work on analysing and monitoring the bank's risk profile

- Enable Market Risk Management to manage market risk of the business

- Manage market risk data

- Explain significant VaR changes in assigned business lines based on sensitivities, volatilities and correlations

- Conducting in-depth data analysis using qualitative and quantitative techniques

- Liaising with internal teams to ensure good quality data

- Analysis of reference data feeds

- Understanding of regulatory challenges

- Assist with market risk methodology changes

- Provide solutions - fixing data issues, assisting projects such as BCBS implementations, market risk methodology changes etc.

Requirements:

- MBA/ CA/ MTech/ MSc/ Phd with 7-11 yrs of experience in Market Risk

- Certified in Market risk management. Preferably FRM or CFA

- Strong market data expertise including price and curve based data

- Experience in sourcing of data from data providers and analysis/cleansing

- Understanding of risk factors and linkage with time series data

- Knowledge of financial products

- Excellent Communication skills

- Strong analytical, problem solving and critical thinking skills

- Advanced Excel skills

- Advanced knowledge of Investment Banking products

Location: Mumbai

This position is with a Client of Vertex Corporate Services which is a Leading Global Financial Services Firm