Derivatives Modelling Role - Market Risk - Bank

Market Risk Derivatives Modelling

Our client is one of the leading International banks which provides industry focused services for clients across geographies. We are currently building a team of professionals to join their Market Risk team in Delhi NCR.

Some of the key responsibilities will include:

- Develop and implement methodology for generating concentration risk, stressed exposures and performing stress tests.

- Document the methodologies used to stress market prices.

- Calculate exposures to individual counterparties and aggregate exposures.

To be eligible for this role you will require:

- 2-6 years of hands-on experience in Financial services.

- Strong product knowledge in Market traded products like derivatives pricing, equities, Futures & Options.

- Education Qualification: Bachelor's/Master's in quantitative field.

- Excellent communications skills - verbal and written.