Associate/Senior Associate - Institutional Equities Division - Market Risk - Investment Bank

A leading global investment bank is hiring.

Roles and Responsibilities:

- Risk Analysis using measures like Stress Testing, VaR, Backtesting and other methods.

- Uploading and Analysing sample prospective portfolios, comprising of several financial product types in Equities, Convertible Bonds, Corporate Bonds, Swaps (IRS/CDS), Options and Futures in Commodities/Index/Interest Rates/Currencies, etc.

- This may involve searching for relevant tickers/identifiers for such products, using Bloomberg and other internal sources/databases.

- Analysing live client portfolios, highlighting risk issues/concerns and recommending margin policy changes.

- Conducting Risk analysis for various multi-asset portfolios analysing factors like Concentrations, Liquidity, etc.

- Senior Management Risk Reporting and Trend Analysis for the various businesses.

- Risk analysis based on Strategy or Country or Sector or other market-based events.

- Streamlining/Automation/Tool Building for Internal Risk Management.

- Liaising with the relevant regional stakeholders (Risk, Margin, Credit, IT, etc.) in terms of periodic risk deliverable.

- Participate in global risk projects in terms of requirements gathering, testing, validation and implementation.Risk Analysis using measures like Stress Testing, VaR, Back testing and other methods.

- Uploading and Analysing sample prospective portfolios, comprising of several financial product types in Equities, Convertible Bonds, Corporate Bonds, Swaps (IRS/CDS), Options and Futures in Commodities/Index/Interest Rates/Currencies, etc.

- This may involve searching for relevant tickers/identifiers for such products, using Bloomberg and other internal sources/databases.

- Analysing live client portfolios, highlighting risk issues/concerns and recommending margin policy changes.

- Conducting Risk analysis for various multi-asset portfolios analysing factors like Concentrations, Liquidity, etc.

- Senior Management Risk Reporting and Trend Analysis for the various businesses.

- Risk analysis based on Strategy or Country or Sector or other market-based events.

- Streamlining/Automation/Tool Building for Internal Risk Management.

- Liaising with the relevant regional stakeholders (Risk, Margin, Credit, IT, etc.) in terms of periodic risk deliverable.

- Participate in global risk projects in terms of requirements gathering, testing, validation and implementation.

Must Have Skills:

- Strong knowledge in Market Risk/Credit Risk/Liquidity Risk

- Strong knowledge of writing SQL queries

- Knowledge in financial products (equities, derivatives, fixed income securities) and financial markets

- CFA or FRM certification

- VaR Calculation

- Back Testing/Stress Testing

Qualification Guidelines:

- B tech OR MBA (Finance/Statistics) only from Tier 1/Tier 2 Institutes OR CA CFA/FRM is mandatory