Manager - Risk/Digital & Analytics Practice at Michael Page India
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Market Risk - Capital Stress Testing - Financial Services Firm (4-9 yrs)
About Our Client
Our client is a leading financial services organization with operations in more than 45 countries worldwide. They are an esteemed brand within the industry and always strive to recruit the best talent in the industry. With the current expansion in their global operations, they are looking for to hire an experienced professional.
Job Description :
Reporting into the Market Risk lead, your key responsibilities shall include :
- Provide explanation and analysis for the CRD3 and CRD4 market risk capital charges to key stakeholders
- Manage the processes related to calculating capital charges, ensuring charges are calculated in accordance with market risk policy
- Provide ongoing monitoring of capital charges and capital explain
- Ensure accuracy & investigate and escalate abnormalities
- Help build a solid capital calculation and reporting framework
The Successful Applicant :
- Master's degree or Ph.D. in Economics, Statistics, Financial Engineering with an emphasis on quantitative risk or valuation modelling; additional professional credentials such as FRM, CFA, or PRM are desirable
- Exceptional understanding of Capital Requirements Directive (CRD3, CRD4)
- At least 5 years experience of designing, enhancing, and implementing valuation and risk models/analytics across a range of asset types including fixed income securities, structured products, and whole loans.
- Extensive knowledge of market risk methodologies
- Understanding of key risk concepts across different asset classes
- Strong background in mathematics/statistics (regression analysis, time-series modeling, volatility models, cross-sectional models, multivariate models, and Monte-Carlo simulation); knowledge of MatLab, VBA, Bloomberg, and Intex (desirable)
What's On Offer :
Excellent work life balance in a very meritocratic culture with leading MNC. This role would offer you variation, stability and career progression in addition to a highly competitive compensation.
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