AVP - Sensitivities Reporting - VaR - Bank

Discipline - Banking

Subsector - Investment Management

Location - Mumbai

About our Client - Our client is a high-profile worldwide leading Investment Bank with significant presence in Asia. Due to constant expansion and to bring their business to even greater heights in India, an outstanding opportunity has arisen for a Quantitative Finance candidate to take on a challenging role. Our client is seeking to strengthen their team by hiring the right people within the Market Risk Area

Job Description - Reporting to the VP Market Risk Mumbai, your specific responsibilities would include:

- 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.

- To participate in the roll out of enhancements in risk systems, processes and data feeds.

The Successful Candidate - You should possess a Quantitative / Financial Undergraduate Degree / Postgraduate or CA with atleast 6-8 years of work experience. Prior VAR/Economic Capital experience would be a plus Excellent Experience in a market risk environment and/or experience in a Risk Control function with your last role being in within the team management space.

What's on Offer - This is an excellent opportunity to develop your career and bring it to the next step within one of the most prestigious financial institutions in the world. Our client will provide excellent career path and a high level of internal mobility for the high performers.

To Apply - http://www.michaelpage.co.IN/controller?event=JOB_APPLY_EXT&ref=I31120&source=ONL_IIMJOBS