Managing Director at Edge In Asia Recruitment Private Limited
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Market Risk Analytics Role - Bank (3-8 yrs)
- Our client is an International Bank who is in search of a potential candidate for their Market Risk Analytics team in Bangalore.
- Strong expertise in VAR, stress testing, Risk Analytics, pricing, and knowledge across asset classes.
Some of the key responsibilities will include :
- Contribute to risk methodology which covers sensitivity, stress, VaR and factor modeling, for both investment (market) and counterparty (credit) risk.
- Provide risk analysis to Risk Managers at both the portfolio level and security level by determining the qualitative and quantitative factors driving change in risks and exposures.
- Assist with performance testing on the risk pricing models, including monthly VaR back testing and model calibration checks.
To be eligible for this role you will require:
- Qualified from Tier 1 Institute into Mathematics, physics, Statistics, Economics with good quantitative, technically proficient, detail-oriented, able to multi-task and work independently; understand financial mathematics and quantitative techniques used to measure risk at the security and portfolio levels.
- Have a good understanding of the equity and fixed income (rates and credit) products and markets, as well as related derivatives and structured/securitized products.
- Have experience pricing and evaluating risk on securities, derivatives and structured/securitized products using appropriate models.
- Possess in-depth knowledge of asset pricing models, VaR models and stress testing techniques; experience with VaR back testing techniques and model performance testing a plus.
- 3-8 years of experience.
Please note that due to the high number of applications only shortlisted candidates will be contacted. If you do not hear from us in the next 5 business days, we regret to inform you that your application for this position was unsuccessful.
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