Quantitative Analyst - Market Risk - BFSI

- Responsible for working on Market Risk projects for an Investment bank.

- Responsible for performing calculation of Stressed VaR, Var.

- Preparation of financial modelling in market risk.

- The key responsibility includes assisting in all adhoc queries regarding computation of Margin calculations for the OTC derivatives, process enhancements and undertaking market risk projects.

- Performing User Acceptance Testing and Impact Testing for changes implemented in the risk methodology.

- Involved in using technical tools like Python, SQL and VBA.