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Quantitative Risk Analyst (1-3 yrs)
Quantitative Risk Analyst
Job Specifications include :
- Independent validation, improvement and documentation of various types of financial instruments, interest rate derivatives, FX, commodities, credit derivatives and exotic derivatives of Group Market Risk.
- Risk factor identification and risk quantification using PV01, VAR, ETL
- Presenting the validated models for approval to Market Risk Technical Committee.
- Calculation of Risk Weighted Assets of the bank for Credit Risk and Market Risk as per RBIs New Capital Adequacy Framework (NCAF).
- A degree in FRM or experience in Risk domain is preferred
Monika
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