Jr Risk Analyst

Location: Navi Mumbai

Experience : 3 to 6 Years

Salary : Rs. 6 to 8 lacs

Job Descrption:

- The job involves the design, development and execution of a product that would enable the benchmarking of the risk-weighted assets of the Top 10 global investment banks across various business lines / asset classes / risk categories.

- Market risk mitigation, Calculation of VAR, Capital Charge calculation for the bank

- End to end Implementation of Advance Approach in Credit Risk and Internal Model Approach in Market Risk for bank

- Practical experience of working in risk management in commercial / investment banks and expertise in calculating the RWA across diverse financial instruments

- Valuation of Bonds, pricing of Options and assessment of derivatives

- Basel-I and Basel-II implementation for Credit Risk and Market Risk

- Handling key risk areas of Credit Risk and conducting Stress Test for credit portfolio

- Analyze portfolio risk, liquidity risk and suggest alternatives to mitigate the risk to minimize the losses

Education:

Educational background of masters or PhD in disciplines like management (finance specialization), statistics,
mathematics, economics, engineering etc. PRM / FRM (Mandatory).

Desirable Candidates:

1. Work experience of 3 – 6 years in a team environment as member / leader

2. Proficiency in using Excel and databases

Mallesh P
Recruitment World