Chat

iimjobs

jobseeker Logo
Now Apply on the Go!
Download iimjobs Jobseeker App and get a seamless experience for your job-hunting
20/02 Monica Mehta
Talent Scout at Winfort

Views:2906 Applications:78 Rec. Actions:Recruiter Actions:26

Manager - Market Risk/FRTB (4-10 yrs)

Bangalore Job Code: 667318

The role holder should:

- Support the preparation, execution and reporting of the regulatory FRTB QiS exercise for the Market Risk function.

- Implement prototype to manage the QiS exercise

- Work with other team members within London, Paris and our global hubs, to ensure accurate execution of the FRTB methodology within in house built systems and tools.

- Work closely with cross asset Market Risk Managers to provide detailed analysis and support.

- Implement additional FRTB reporting and analysis in conjunction with Market Risk Management requirements.

- Improve efficiency and effectiveness of controls to ensure that operational risk is minimized.

Technical Skill Requirements

- Thorough understanding of risk management, Value at Risk, sVaR, PVBP, RWA and Stress Testing

- Understand key risk factors for Equity products and how they are measured.

- Thorough understanding of the Market risk function.

- Ability to design and implement normalized databases.

- Knowledge of Bloomberg and Summit

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

Add a note
  • Apply
  • Assess Yourself
  • Save
  • Insights
  • Follow-up
Something suspicious? Report this job posting.