AVP - ICAAP - Market Risk

- The candidate should have excellent knowledge of market risk with experience in at least two asset classes.

- The candidate should have strong knowledge of risk management tools and analysis

- The candidate should have good hands on experience of explaining market risk models and related risks, their limitations etc.

- The candidate should have good fundamental knowledge of markets and their implication on market risk management.

- The candidate should have experience of scenario design, analysis etc.

- The candidate should have some knowledge of regulatory capital, internal capital etc.

- Strong focus on due diligence, details and descriptions.

- Very strong analytical skills, ability to comprehend.

- The candidate should have strong technical skills and a knowledge of various pricing, market data and risk models along with understanding of the limitations of various models.

Some understanding of regulatory capital, internal capital and their relationship and differences would be beneficial.