AVP - VaR Reporting/Stress Test/Scenario Reporting

Opening for BFI - GCP

- We are looking for candidate doing VaR reporting/ stress test/ scenario reporting who are involved in analyzing Risk data, preparing scenario reports/ risk reports handling regulatory projects. Need good VBA / Excel skills.

- Experience should be in structured products/ trade products

Qualification :

- Education ( mba finance/ msc statistics / maths from reputed institutes or with CFA/ FRM qualification.

- University degree in Finance, Mathematics or other quantitative discipline

- 2-3 years of experience in a risk management or trading related role

- Understanding of VaR and other risk management methods (Greeks, Scenarios)

- Derivatives knowledge

- Experience with Regulatory projects

- Strong English skills

- Team Player with ability to work independently

- Self-starter with ability to perform under pressure

- VBA Skills, knowledge of risk system infrastructure, Bloomberg are a plus

- FRM, CFA