Equity Quant Market Risk - Inv Bank

Equity Quant Market Risk

Main Criteria : Relevant experience in equity derivatives and market risk is a must

Company : Leading Investment Bank

Location : Mumbai

Role overview

- Working closely with senior risk managers and quant analysts to ensure all relevant market risks for the traded product range are supported by the front-office risk management systems and captured within the market risk systems

- Ensure all new risk types fed downstream by front-office systems reflect the risks of the portfolio

- Work with risk analysts to understand the various types of VaR used within the bank

- Provide business / functional inputs to various quant, support and IT teams, in ensuring successful implementation of new and improved risk measures, VaR methodologies and other projects

Qualifications/competencies

- B.Tech/B.E with good working knowledge of financial products including valuations and financial mathematics

- Working knowledge of database tools (SQL, Oracle)

- Proficient in Excel / VBA

Please share your CV to somishah.g@gmail.com