Market risk Manager - We are hiring Market Risk Manager for a client. - Candidate Having 3-5 yrs of experience in the market risk domain Qualification : CA/MBA/MMS/PGDM Certification : FRM/CFA (not mandatory) - Candidate should know about validating/ valuation of vanilla & exotic derivative products like swap, options, swaption, callable IRS, range IRS, Bermudan opportunity, one-touch & double touch knock out. - Candidate should be well versed with the valuation models/methodology like Hull white once factoring, American simulation, Vanna Volga, GBM, and close-ended formula as well - Candidate should have experience in calculating VAR based models for the derivative products/portfolio - Should have exposure and understanding of implementing libor/IBOR transition for the derivative portfolio and assess its impact - Experience in implementing FRTB for a bank using a standardized approach and internal model approach - Understanding and experience in SACCR and SIMM validation or implementation Skill Set: FRTB, VAR calculation, Market Risk, Validation / Valuation of Derivative Products

Mumbai

Manager - Market Risk - Accounting Firm 

Manager - Market Risk - Accounting Firm  ,Job Description for Manager - Market Risk - Accounting Firm  in Menteechain in  Mumbai for (3-5) years of experience. Apply Now!

Job Description for Manager - Market Risk - Accounting Firm  in Menteechain in  Mumbai for (3-5) years of experience. Apply Now!