Market Risk(AVP)
Main Criteria : Up to 2 years experience in Market Risk, VaR.
Company : Leading Investment Bank
Location : Mumbai
MAIN DUTIES/RESPONSIBILITIES OF THE ROLE:
- The candidate will be responsible for the end-to-end process of collating market risk data for measurement, analysis and subsequent reporting to senior management, regulators and traders as well as other downstream users.
The role involves:
- A managerial position heading up a small team of 2 to 3 junior market risk analysts.
- Production and distribution of market risk reports including investigation and analysis of exceptions, data integrity and methodology issues
- Reporting and performing validation checks on VaR movements. This will involve evaluation and analysis of market risk exposures by employing statistical and other approaches.
- Ensure that the risk reports are accurate and complete along with the implementation of improved controls.
- Working closely with the Business, IT Departments, Controllers, Operations and your counterparts in other regions
- Review potential new business proposals in liaison with other departments to ensure the risk can be correctly captured by the firm’s risk data collation systems and processes.
- To participate in the roll out of enhancements in risk systems, processes and data feeds.
SPECIAL CIRCUMSTANCES (e.g. shifts, travel overseas, hours):
Extended hours may be required depending on system performance and region receiving the service provided
EDUCATION AND PROFESSIONAL QUALIFICATIONS:
- Graduate or Post-Graduate in Finance/Statistics/Economics/Sciences/Mathematics.
- Completed or currently taking the CFA or FRM qualifications would be desirable.
TECHNICAL/BUSINESS SKILLS & KNOWLEDGE:
- Knowledge of financial products, financial markets
- Strong analytical skills
- Strong spreadsheet and database skills (incl. basic knowledge of VBA)
- Working experience in market risk methodologies: VAR and other risk measures.
- Proficiency in MS Excel and MS Access
- Strong VBA and SQL knowledge would be desirable.
Please share your CV to somishah.g@gmail.com
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