Market Risk Professional - VaR/Stress Testing - Investment Bank

We have opening for Market Risk in One of the investment Banking.

Skill Set :

Exp : 3 to 7 yrs.

Mandatory : VAR, Stress Testing

Conducting value-added analysis to enable TCP Issuer Risk Management to optimally manage risk in conjunction with the business

Tracking and escalation of data related issues

Driving resolution of data related issues by working in collaboration with MRIT/ CRIT / TCP Issuer Risk Management / TCP Securitization / Credit Operations / Finance / GBS (Global Business Services).

VAR, Stress testing.