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Team Lead at Black Turtle
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Market Risk Management & Analytics Role - Investment Bank (2-15 yrs)
Presently hiring for a client based in Mumbai
Co Name: Leading Investment Bank
Profile :
- Finalise VaR/SVaR/IRC/EC/RWA for respective businesses and at Group level and explain Day on Day, Week on Week and Month on Month drivers
- Identifies and remediates all Exceptions that are not being consumed in VaR - both at individual Asset Class level and at Group level
- Provide subject matter expertise for stress testing design, expansion, execution and analysis
- Participation and contribution to cross function Regulatory Stress Testing exams and Group-Wide stress testing.
Required Skill Set
- University degree preferably in BE/B.Tech , Economics, Mathematics or other quantitative subject.
- Relevant post graduate qualifications e.g. MA, MSc, CFA, FRM would be advantageous.
- Designed / conducted stress testing /Market risk analysis /Var Analysis previously, either at a portfolio or asset class level.
- Conversant & interested in macroeconomic / geopolitical events, both current and historical.
- Strong understanding of Market Risk / traded products including measurement techniques such as sensitivity analysis and full revaluation.
- Good understanding of Market Risk measurement techniques.
- Sound understanding of market risk controls and governance frameworks.
- IT skills: Python/Java, VBA for Excel & Access, SQL.
This job opening was posted long time back. It may not be active. Nor was it removed by the recruiter. Please use your discretion.
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