Assistant Manager - Market Risk - Financial services

Experience Required:

- Strong understanding and working experience of market risk

- Knowledge of derivatives valuations, VaR, BASEL guidelines

- Understanding of market risk models - VAR, sVAR, IRC, RNIV

- Knowledge of Python

- Good understanding of derivatives products and Market Risk Models

- Conduct quantitative analysis of market data to identify risk factors and trends

- Develop models to evaluate the impact of market risk on portfolios

- Provide technical guidance and expertise on Market Risk Model related matters

- CFA / FRM candidates preferred

Knowledge, skills & experience:

- CA / MBA/ FRM/ CFA in similar and relevant field

- At least 2 years of work experience in a Big4 / Financial services firm in area of internal audit, assurance or market risk management

- Strong writing and presentation skills. Ability to multitask and deliver within the expected timelines

- Strong analytical, planning and organizational skills

- Working knowledge of Python or any other tool