Industry - Banking  Skills - market risk, quant, risk validation, modeling, var  Job Type - Permanent   Job Description - Exciting opportunity to be part of a leading global bank  Client Details  Our client is a leading financial services organization across the globe. With 60+ offices in more than 20 countries they are a world leader in providing risk based solution to leading organizations across the globe. As their business in India is expanding, and are looking for a professional to help achieve their expansion plans.  Description  Reporting into the VP, you shall be part of their Risk Information group and you shall be responsible leading a team of market risk professionals. Some of your key deliverable will be as follows:  - Manage the daily operational process of validating the Time Series (TS) data feeding the risk engines, ensuring timely publication of VaR and other risk measures (SVaR, IRC, Back Testing, APR and CVA)  - Ensure timely VaR sign-off (Flash,Finals,etc ) and other deliverables based on frequency  - Monitor, escalate any production gaps (people issues, system issues) to the management team or IT.  - Provide business requirements for any new development or fixes to the Market Risk Projects team or IT and to sign off test results.  - Work as a subject matter expert on Market Data and VaR processes  - Work closely with a variety of stakeholders including front-line desk risk management along management of daily operational deliverables  - Ensure any data quality gap is overcome by means of effective dialogue with internal and external team members.  Profile  - You are a Master's in Statistics / Economics/ B. Tech from a Tier 1 institution (IIT's, IIM's, ISI) with minimum 9 years of experience in the Market Risk domain  - Experience of managing/leading large teams is extremely critical  - Certifications such as CFA, PRMIA, GARP, ACT/MCT, FRM, PRM, CQF shall be preferred  - Strong exposure to diverse asset classes with understanding of market conditions (volatility, extreme price moves) is essential  - Excellent understanding of VAR methodologies along with knowledge of regulatory requirements (FSA, EU/CRD and Basel/BIS)  - Proficient in Excel/VBA, JAVA, Python, MATLAB, R, etc  Job Offer  Excellent work life balance in a very meritocratic culture with leading MNC. This role would offer you variation, stability and career progression in addition to a highly competitive compensation.  Page Group India is acting as an Employment Agency in relation to this vacancy.  Contact - Karan Madhok -   The Apply Button will redirect you to website. Please apply there as well.

Mumbai

AVP - Market Risk Management - Investment Bank - IIT/IIM/ISI 

Job Description for AVP - Market Risk Management - Investment Bank - IIT/IIM/ISI  in MICHAEL PAGE INTERNATIONAL RECRUITMENT PRIVATE LTD in  Mumbai for (9-12) years of experience. Apply Now!