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24/04 Lavkush
Delivery Manager at Mpower Plus

Views:5282 Applications:49 Rec. Actions:Recruiter Actions:20

Market Risk Role - Financial Services Risk Management - Financial Advisory Services (2-8 yrs)

Bangalore Job Code: 690151

Advisory Services Financial Services Office – Financial Services Risk Management (FSRM) – Market Risk


Key Responsibilities

- Demonstrate deep technical capabilities and industry knowledge of financial products

- Lead or assist on components of large scale client engagements and/or smaller client engagements while consistently delivering quality client services

- Understand market trends and demands in the financial services sector and issues faced by clients by staying abreast of current business and industry trends relevant to the client's business

- Monitor progress, manage risk, and effectively communicate with key stakeholders regarding status, issues and key priorities to achieve expected outcomes

Qualifications, Certifications and Education

Must-have:

- Undergraduate (4 year degree) or Masters (Computational Finance, Mathematics, Engineering, Statistics, or Physics preferred) or PhD in a quantitative topic

- 1-8 years of relevant experience

- Knowledge of mathematical concepts related to pricing derivatives for any of the asset classes such as fixed income, equities, credit, interest rates, FX, and commodities

- Risk management knowledge in at least one area such as market risk (VaR, PFE, Expected Shortfall etc.) and/or counterparty credit risk

- Strong problem solving and solution development skills

Good-to-have:

- Knowledge or academic experience of statistical and numerical techniques and principles of the theory of probability and stochastic calculus

- Certifications such as FRM, CFA, PRM

- Programming knowledge in Python, R or C++

- Prior modelling background, including experience in model development and/or model validation of derivative pricing models and tools, in-house or third party valuation software and corresponding risk management models

- Regulatory knowledge/experience in areas such as Basel, CCAR, FRTB

- Risk management system knowledge/experience - Calypso, SunGard Adaptiv, Murex etc.

- Willingness to travel to meet client needs

- Previous project management experience

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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