Vice President Risk - Traded Risk Model- Investment Bank

Industry - Banking

Skills - Market Risk, Quant, Traded Risk

Job Type - Permanent

Job Description - Excellent opportunity with a leading investment back for the role of a Vice President Risk - Traded Risk Models

Client Details :

A leading investment bank, our client provides products and services to institutional and private clients. Now, with the continued expansion plans, they are keen to recruit a Senior Market Risk Management professional with a good understanding of of all aspects of Traded Risk Models : Model Management, Performance testing, Validation

Description :

As Vice President Risk - Traded Risk Models, you will be required to:

- Oversee end to end activities focussing on delivering analysis for all aspects of Traded Risk Models : Model Management, Performance testing, Validation

- Identify all sources of underlying Model Risk; implement group model development and enhancements

- Work with Head of Traded Risk Model Management to conduct adequacy assessment of regulatory capital models for both Counterparty Credit Risk & Market (such as FRTB)

- Conduct & review production of various Quantitative submissions around Traded Risk Models - such as Value at Risk (VaR), Incremental Risk Charge (IRC), Counterparty Credit Risk (CCR), CVA & Risk Not in VaR (RNIVs) required for division

Profile :

Skills You Need :

- Masters/PhD in Numerate disciple along with 12+ years of prior experience in leading a sub-function in Quantitative Area / Market risk/Pricing Models.

- Significant technical understanding of financial concepts, Quantitative finance & regulatory directives applicable for the business

- Able to effectively provide technical, execution & operation guidance to various sub-functions

- Requires broader understanding of Traded Risk - including understanding of Rates, FX, Credit asset classes product profiles and regulatory directives that governs the business activity

Job Offer :

Our client doesn't just provide you with an exciting work and a generous pay package but takes pride in ensuring your personal and professional development are first and foremost. You will have access to a range of development and learning programs, services and support designed to help you manage and balance your work/life priorities.

To apply online please click the 'Apply' button below. For a confidential discussion about this role please contact Apurva Gopinath on +91 124 452 5429.

Contact : Apurva Gopinath

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