Market Risk Role - Financial Services

Company: A Leading Financial Services

Location: Gurgaon/ Hyderabad

Role: Market Risk

Job Duties and Responsibilities:

- Working onto Market Risk management, VAR and risk sensitivities.

- Reconciling portfolios on a daily basis for large P/L swings and MV breaks in Finance and Risk systems.

- Researching daily valuation breaks

- Draft and submit large break report with VaR impact assessment and determine if Risk Re-statement is required

- Identify reasons for reconciling differences

Mandatory skills:

- General financial instruments knowledge (equities, fixed income, options, swaps, futures, foreign exchange) in capital markets area.

- Basic Knowledge of portfolio variance and volatility.

- Ability to understand key market drivers for VaR, Stress VaR impact - Contribution to Risk.

- Excellent communication skills.