Location: Mumbai

Experience: 1 to 4 years

Qualification; MBA-BE-B Tech

Top investment bank is looking for quantitative candidate who has good experience VAR methodologies and Market Risk experience

- Working closely with senior risk managers and quant analysts to ensure all relevant market risks for the traded product range are supported by the front-office risk management systems and captured within the market risk systems

- Ensure all new risk types fed downstream by front-office systems reflect the risks of the portfolio

- Work with risk analysts to understand the various types of VaR used within the bank

Provide business / functional inputs to various quant, support and IT teams, in ensuring successful implementation of new and improved risk measures, VaR methodologies and other projects

Send me your updated CV to Vanitha@vnvconsulting.com