Associate/AVP - Market Risk - Global Macro Products/Emerging Markets Group Cluster - Investment Bank

Role : Associate / AVP - Market Risk

Client : Leading global investment Bank

Location : Mumbai

Experience : 3-6 years

About the Job :

The role is within the Global Macro Products (GMP) / Emerging Markets Group (EMG) cluster. GMP cluster oversees the FX, Rates and Commodities business in the developed markets while EMG cluster oversees the business across all asset classes in the emerging markets of APAC, EMEA & LATAM.

Job Description :

- The candidate will have to monitor, understand and analyze the market risk and to support the SRM cluster manager and the GMP/EMG team.

- Control the risk taking and participate in the definition of a limit framework.

- Advise and drive delivery of tools/methodologies like VaR/ERC/IRC, sensitivity analysis, scenarios.

- The candidate will work on adhoc projects, prepare deep dive risk analysis and/or stressed scenarios and present findings to others within the team, traders and senior managers.

- Liaise with other departments and support/manage project deliveries.

Requirements :

- Degree (e.g. BSc or MSc) in finance/ risk management / quantitative subjects or related discipline; FRM qualification is a plus.

- Modules on economics / statistics / risk management / financial stochastic calculus is an advantage.

- Good knowledge of fixed income asset classes and/or their derivatives.

- Competent in using Microsoft Office suite (powerpoint, excel, word)

- Analytically minded and effective communicator (written & oral).

- Good interpersonal skills and must be seen as a trusted and knowledgeable partner by the onshore stakeholders.