Manager - Market Risk - BFSI

- Strong technical skills, thorough knowledge of market risk and derivative products with relevant banking/financial products experience

- Calculating market risk across all markets (FX, rates, equities, fixed income, commodities) and financial products (loans, derivatives)

- Knowledge of valuation techniques for all financial instruments and experience of working with valuation engines/soft wares such as FinCAD, Numerix etc.

- Experience in market risk monitoring, capital computation and market risk measures

- Knowledge of treasury processes

- Knowledge of regulatory requirements under Basel II,III and FRTB

- Knowledge of computation of Monte Carlo methods. Strong SAS/R, VBA and SQL skills will be an advantage

- Know of a software tools and technology implementation experience for market risk systems (Kondor, Murex, Algorithmics etc.)

Education : MBA(finance) / CA & Others