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15/06 Rachita
Recruitment at Black Turtle

Views:4372 Applications:202 Rec. Actions:Recruiter Actions:156

Market Risk Management Role - Securitized Products Asset Class - BFSI (3-5 yrs)

Mumbai Job Code: 709711

Role Description:

- The position is a role in Market Risk Management for Securitized Products asset class.

- The candidate will work with risk managers primarily focused on the US Agency Mortgage Business (Pass-through, CMO, Agency CMBS) and Non-Agency Securitized Products Business (Legacy RMBS, RMBS 2.0, CLO and secured lending.

- The role will include monitoring markets, trading activity and limit utilization, as well as performing adhoc stress analysis, preparing risk reports and discussing trading desk positions and risk exposures with senior risk managers and traders.

Responsibilities :

1. Daily review of risk exposures.

2. Preparation of daily/weekly risk reports for risk management and trader meetings.

3. Ad-hoc analysis of trading positions and stress testing.

4. A daily recap of markets, P&L and Risk.

Skills :

1. 3-5 years of experience in trading or market risk with a strong understanding of risk modeling and Greeks in securitized products, secured lending or credit derivatives.

2. Strong analytic background with a degree in a quantitative field is preferred.

3. Very strong communication skills (both written and verbal) as the candidate will be working with

a large number of groups within Risk and outside of Risk.

4. Programming skills (SQL, VBA, Python, R, etc.) preferred.

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

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