AVP - IT Developer - Macro - Investment Bank

AVP IT Developer

AVP Macro Developer :

Opportunity is with a captive of top MNC Investment bank.

- The role is within the Global Macro cluster, a newly created cluster that oversees all the FX, Rates and Commodities business as per the 2014 Bank announcement.

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

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

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

- The candidate will 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.

- Manage delivery for the Global Macro team in Mumbai to global counterparts in London, NY and Singapore

You Offer :

- Degree (e.g. BSc or MSc) in finance/ risk management / quantitative subjects or related discipline.

- IT developer (a SQL / Hadoop / visualisation specialist)

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

- 6-10 years of experience in the banking industry with for example participation to a graduate program

- Candidates without banking experience but a strong academic background will be considered

- Working knowledge in any asset classes and/or their derivatives will be considered.

- Competent in using Microsoft Office suite (powerpoint, excel, basic vba programing)

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

- Details oriented, curious, keen to drill down risk issues deeply without receiving too much guidance from manager

- Need to deal with traders and quants and must be seen as a trusted and knowledgeable partner by those group

- Experience with managing teams at a senior level

- FRM qualification is a plus