Director/Senior Manager/Manager - FSRM - Market Risk Analysis

Urgent opening for Director/Senior Manager/Manager - FSRM - Market Risk Analysis for Mumbai location .

Role & Responsibility -

This role is to lead the MRA Mumbai team.

Lead and manage a team of 4-7 people (further growth possible)

- Hire and train staff

- Responsible for staff development

- Deliverables include:

- Analysis and explains of VaR, SVaR, IRC, CRM, limit breaches, VaR back testing, RWA and EC

- Stress Testing analysis, explain and production

- Drafting analyses to respond to Regulatory requests, including adherence to global Volcker requirements

- Ad hoc (- What-if- ) analyses e.g. RWA impact of new trades

- RWA - Flight Path- analysis and estimates

- Numerical impact analyses of methodology enhancements

- Significant focus will be needed on the incoming regulatory changes according to FRTB

- Contribute to the strategy for enhancing DB Risk architecture

- Contribute to methodological enhancements

- Ensure complete and accurate implementation of models

Candidate Requirements:

- A graduate and/or post graduate degree in quantitative finance, mathematics, physics, engineering or a similar field of study

- Strong quantitative skills including financial risk models and derivative pricing theories

- Solid experience in using large datasets and applying market risk methodologies across different product/asset classes

- A high level of understanding of VaR methodologies is critical, both Monte Carlo and Historical Simulation

- Strong financial market and product knowledge, including derivatives, across all asset classes

- High professional and ethical standards

- A 'can-do' attitude and a delivery focus

If you find it is suitable then please send me your updated CV with below detail or provide me a reference .

- Total Exp:

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- Handling a team of :

Tejashree
Team Leader
Black Turtle.
A-405, 4th Floor , KIC -Parksite, Vikhroli(West), Mumbai 400079,India
Dir No: +91 22 66848548|Mob No .8454843560