Position : Sr.Consultant & Manager - Market Risk - Quant   Job Description  The ideal candidate will have to meet the defined attributes for the role and display a high degree of energy, enthusiasm and passion for change including the ability to pro-actively engage in solution design and definition. The role involves primarily business analysis and system implementation and testing.  - Candidates should have at least 5 - 8 years of experience in the financial markets / bank's treasury middle office / market risk function.  - Experience in performing valuation and market risk measurement (risk sensitivities, VaR, stress testing, counterparty credit risk etc.) modelling for various treasury products like bonds, derivatives, options and other exotic products  - Knowledge of quantitative finance concepts such as stochastic calculus, pricing theory as well as statistical modelling concepts.  - Experience in developing and validating market risk methodologies and frameworks  - Experience in Basel 2, Basel 2.5 (IMA) and Basel 3 implementation and should be familiar with latest regulatory developments around Incremental Risk Charge (IRC), Expected Shortfall, Credit value adjustment (CVA), Potential Future Exposures (PFE), Counterparty Credit Risk (CCR), etc.  - Familiar with global regulatory requirements of PRA, FINMA, FINRA, SEC  - Experience in managing large projects with respect to market risk / treasury implementation and working in multi-dimensional teams involving various departments and system vendors  - Willingness to travel - both domestic as well as internationally.   Qualifications  - MBA or equivalent Master's degree in Finance, Statistics, Economics or Mathematics from premium institutes required. Graduates (B.Tech / B.E) with relevant experience can also be considered.  - Professional Certifications like the CFA and FRM will be an added plus  - Must possess analytical experience, a thorough understanding of the derivative markets, and experience in researching. Moreover, quantitative training and strong problem solving as well computer skills (Excel, VBA) are necessary.  - Excellent communications skills (both oral and written) and ability to lead large diverse team of functional and technical professionals  - Excellent project management skills  - Result oriented individual with a demonstrated record of accomplishments, strong client orientation, demonstrated commitment to business ethics, and self-development  Send me your updated CV with below detail or provide me a reference  - Total Exp:   - Relevant Experience :  - Current CTC :  - Expected CTC :  - Notice Period :  - Current Location :  - Reason behind Job Change :  - Contact Number  - Reporting to :  - Reporting person Name:  - Hierarchy Structure:   - Handling a team of :  Tejashree Waradkar Team Leader  Black Turtle. A-405, 4th Floor , KIC -Parksite, Vikhroli(West), Mumbai 400079,India Dir No: +91 22 66848548

Mumbai

Senior Consultant/Manager - Market Risk - Quant 

Senior Consultant/Manager - Market Risk - Quant  ,Job Description for Senior Consultant/Manager - Market Risk - Quant  in Black Turtle in  Mumbai for (4-9) years of experience. Apply Now!

Job Description for Senior Consultant/Manager - Market Risk - Quant  in Black Turtle in  Mumbai for (4-9) years of experience. Apply Now!