Assistant Manager - Market Risk - Investment Bank

Company: Leading Investment Bank

Location: Mumbai

Education: Numerate post graduate or professional qualification.

Exp: 3 - 4 years

Job Responsibility:

- Daily reporting of VaR.

- Historical time series.

- Risk calculation break downs.

- Market Risk.

Required Skill Sets:

- Experience in a top tier institution exposed to Credit or Market Risk

- Expertise with Excel VBA skills / Microsoft Access / Project / SQL / Word

- Financial Markets experience, Systems Exposure

- Knowledge of Market Risk

- Risk simulation experience

- Risk system experience

- Product Control, Business and Risk experience