Quantitative Risk Analyst

Quantitative Risk Analyst

Job Specifications include :

- Independent validation, improvement and documentation of various types of financial instruments, interest rate derivatives, FX, commodities, credit derivatives and exotic derivatives of Group Market Risk.

- Risk factor identification and risk quantification using PV01, VAR, ETL

- Presenting the validated models for approval to Market Risk Technical Committee.

- Calculation of Risk Weighted Assets of the bank for Credit Risk and Market Risk as per RBIs New Capital Adequacy Framework (NCAF).

- A degree in FRM or experience in Risk domain is preferred

Monika