Rates Analyst/Associate - Market Risk

Description:

Location: Powai, Mumbai

Experience: 1-4 years with in-depth knowledge of Market Risk / Risk Analytics, Fixed Income and Derivatives

Were looking for a sharp, analytical professional to join our Market Risk - Rates team. This role offers exposure to global markets, risk analytics, and fixed income products in a dynamic, fast-paced environment.

What Youll Do:

- Analyze and interpret risk sensitivities, P&L attribution, and Value at Risk (VaR)

- Validate key risk metrics (VaR, RWA, Economic Capital) and prepare reports for senior management

- Monitor and manage risk limits; identify and resolve breaches

- Provide ad-hoc risk analysis, commentary, and automation support for reporting processes

- Assess macroeconomic and central bank policy impacts on rates markets

Education:

- MBA (Finance) or Masters in Engineering, Mathematics, or related quantitative discipline

Must-Have Skills:

- Strong understanding of Financial Products (especially Derivatives & Fixed Income)

- Solid grasp of risk sensitivities, VaR, and P&L attribution

- Hands-on with Excel, VBA, and Python

- Strong analytical, quantitative, and problem-solving skills

- Excellent written and verbal communication

Good to Have:

- CFA / FRM certification

- Exposure to Python for Finance