Analyst - Market Risk - Bank

Company: A leading private sector bank

Grade: Manager

Location: Mumbai

- Knowledge of pricing and hedging of various types of interest rate and FX derivative products

- Develop and review the risk management framework pertaining to derivatives

- Risk identification for various derivative products

- Develop techniques for risk measurement / quantification

- Prepare analytical risk reports

- Simulate the impact of market conditions

- Maintain and enhance software solutions for risk management

- Pricing and risk measurement of various derivative products in Murex

- Validation of various risk metrics and valuation models in Murex for different derivative products

- Enhance the existing capabilities of various software/ systems used by the Bank to cater to changes in business activity, products

- Resolve valuation and pricing related queries raised by various stakeholders (internal auditors, statutory and regulatory auditors, middle office or front office)

- Liaise with the front office dealers and close outstanding issues related to pricing, hedging and risk control

Interested people with relevant exp may send resumes at bhumika@peoplekonnect.co.in