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08/06 Jagadeesh Odisetty
Recruiter Specialist at Allegis Global Solutions

Views:288 Applications:65 Rec. Actions:Recruiter Actions:28

Manager/AVP - Market Risk/VaR - BFSI (7-10 yrs)

Gurgaon/Gurugram Job Code: 935128

- Working as a Manager/avp in our Value at Risk (VaR) team you will have the opportunity to develop your skills and gain exposure to new products and asset classes as you calculate, review and analyse the daily Value at Risk (VaR) exposure.

- You'll collect, review, and clean the benchmark data to be used in the VaR model as well as adding new benchmarks and explore new data sources to use in the model.

- You'll also monitor emerging trends and risks across the market and portfolio, and report on these to senior executive management while also taking responsibility for managing, mentoring and training junior members of your team

- To thrive in this role, you'll bring experience in financial services and significant expertise and technical knowledge of VaR. Previous experience of working with SQL databases and VBA macros will be an added advantage as well as relevant statistical and problem-solving abilities.

- You'll have a graduate/Postgraduate degree, ideally within the field of engineering, science or mathematical finance, as well as a minimum of 7 years of post-graduate experience in financial services. You'll also have a minimum of 5 years of experience working on VaR within a market risk function and bring a strong understanding of VaR models and statistical concepts.

- You'll be keen to innovate and explore solutions to any problems you come across and you'll have strong written and verbal communication skills. You'll also be willing to work across different time zones to support our global clients

This job opening was posted long time back. It may not be active. Nor was it removed by the recruiter. Please use your discretion.

Women-friendly workplace:

Maternity and Paternity Benefits

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