Business Analyst - Market Risk

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