Assistant Manager/Manager - Market Risk/VaR/Risk Modeling - BFSI

Job Description :

Skills : Market Risk/VAR/Risk Modeling

Experience : 2-10 Years

Location : Gurgaon

Qualification : B.E/MBA, B Com/MBA, CA,

Responsibilities :

- Handling Market Risk / Credit Risk, VAR, basic knowledge of SQL/Python

- Valuation models (Black- Scholes, etc)

- General financial instruments knowledge (equities, fixed income, options, swaps, futures, foreign exchange) in capital markets area.

- Basic Knowledge of portfolio variance and volatility.

- Ability to understand key market drivers for VaR, Stress VaR impact - Contribution to Risk.

- Excellent communication skills.