Business Analyst - Market Risk - 3-5 Years for Consultant and 5-8 Years for AM. Salary : Consultant - upto 17 LPA and AM - upto 22 LPA Location : Mumbai; Bangalore; Gurgaon - Candidates should be ready to travel to Mumbai Qualification : - Candidates from Investment Banks/Big 4 only. - Postgraduates with 2-4 years of experience in banks, rating Agencies, consulting firms, corporate treasury, software companies - People with CFA/FRM degrees will be preferred - Knowledge of Treasury Risk management system (Murex, Calypso, Numerix,) and language (Python, SQL will carry extra weightage) Requirements : - Practical Experience with VaR, that should be mentioned on the CVs. - Exposure to Business Analyst tech. - Knowledge of treasury products (Forex, Derivative, Fixed income and Money Market) with respect to Valuation and Pricing is a must, - Experience of model validation/ Model development for treasury products and sound understanding of financial modeling and econometrics with respect to valuation and pricing, - A sound understanding of Greeks, Risk calculation, VaR, Expected shortfall, Back testing of VaR will be preferable, - Exposure to treasury IT systems will be preferred (e.g. Murex, Summit, Kondor Plus, Sungard, Calypso, Numerix etc.) - Should have prior experience in risk related areas, viz., market and treasury risks - Any experience of working on regulatory reforms like FRTB, IBOR, SA-CCR, SIMM would be added advantage - Programming skills in VBA, Python, SQL will be good addition to the profile - Should have strong communication skills with client facing experience - Strong analytical and problem-solving skills. Possess strong data analytics skills and knowledge of advanced data analytical tools will be an advantage - Have the ability to work under pressure - stringent deadlines and tough client conditions which may demand extended working hours. Ability to work well in teams

Mumbai

Bangalore

Gurgaon/Gurugram

Business Analyst - Market Risk 

Job Description for Business Analyst - Market Risk  in Green Arrow Career Services in  Mumbai Bangalore Gurgaon/Gurugram for (5-8) years of experience. Apply Now!