Market Risk Analytics_Quant  Position specifications :  Division : Global Risk  Corporate Title : Associate  Functional Title : Associate  Qualification : Masters in Financial Engineering  Role & Responsibilities of the position in brief :  - Development of proto-type models  - Liaise with Model Validation on model risk issues  - Implementation of regulatory requirements within the existing platform  - Estimation of parameters in model usage  - Testing and Documentation  - Partnership with technology to translate quantitative requirements into the risk systems  As a dedicated risk manager for the FX Products business areas, the candidate will be responsible for managing the following :  - Liaising with the risk managers in the trading centre's on a daily basis to help manage their market exposure, set & review risk strategies  - Daily analysis and interpretation of the results of risk sensitivities and stress tests  - Preparation of risk reports for traders and senior business management  - Monitoring and administration of risk limits and resolution of limit excesses  - Preparation of reports and escalation to senior management  - Ad-hoc risk views and drill down analysis of less transparent risks and issues of importance to senior Risk Management/Trading Heads  - Re-engineer the risk reporting process including interactions with Risk and front Office technology personnel to drive improvements  Key Skills :  - Knowledge of Derivatives  - Masters in a quantitative discipline (Financial Engineering, Mathematics, Statistics, Physics,Econometrics) OR IIT Dual degree (Finance) with relevant work experience  - Expert level knowledge on MS-Excel, VBA

Mumbai

Market Risk - Quant - BFSI 

Market Risk - Quant - BFSI  ,Job Description for Market Risk - Quant - BFSI  in Peepal Consulting in  Mumbai for (1-6) years of experience. Apply Now!

Job Description for Market Risk - Quant - BFSI  in Peepal Consulting in  Mumbai for (1-6) years of experience. Apply Now!