Associate - Traded Market Risk - Investment Bank

Industry : Banking

Skills : Market Risk, Traded Risk, Quant, VAR, IRC, Risk Estimation, Risk Sensitivity, Limit Breach

Job Type : Permanent

Job Description : Present detailed Risk insights by closely interacting with the trading portfolio on limit monitoring, highlighting and addressing a limit breach

Client Details :

One of the leading Investment Banks, our client provides an exciting work environment. They ensure personal and professional development and provide access to a range of development and learning programs, services and support designed to help you manage and balance your work/life priorities.

Description :

- Identification and quantification of underlying model risk in risk estimations - Risk Not in VaR (RNIVs) and detailed analysis on Market Risk sensitivities and portfolio risk (such as VaR, SVaR and IRC)

- Closely work with trading desk on limit monitoring, highlighting and addressing limit breach

- Identification and resolution of any risk feed issue, supervise controls over market risk numbers

- Ensure the appropriate sanction requests is raised with appropriate commentary in case of a limit breach or limit extension request

- Implement the changes in Risk management framework by keeping abreast of regulatory environment

Profile

- Minimum 3 years of experience with a strong quant/analytial background

- Thorough understanding of Risk concepts and risk profile of different asset classes

- Understanding of underlying risk systems and models

- Strong Microsoft EXCEL skills, including VBA

- Professional certification CFA/FRM desirable

Job Offer

An excellent opportunity to work with a leading investment bank

Contact - Apurva Gopinath -

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