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Consultant at Gi Group - Elixir Consulting
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Risk Methodology Role - Global Risk - BFSI (1-4 yrs)
Global Risk - Risk Methodology (Mumbai)
- Daily Backtesting of firm's internal VaR model and related analysis at entity as well as desk level. It also involves detailed analysis across product classes and risk factors
- SIMM (Standardized Initial Margin Model) model monitoring and reporting, which involves development and ownership of the backtesting/benchmarking methodology, identifying risk not in SIMM and in depth analysis on exception drivers by working across product classes
- Good understanding of risk factors, sensitivity, valuation and trade lifecycle
- Working on various regulatory driven weekly, Monthly and quarterly tasks which also involves reporting to external regulators and senior stakeholders
- Involves lot of interaction timely with senior stakeholder across divisions such as Front office Quants, Finance, IT etc.
- Complete BAU as per predefined framework and to meet SLA
Mandatory:
- 1-3 years of experience either in Market risk or Product control with understanding of risk & P&L
- Strong inclination to work on BAU along with good presentation skills
- Fair understating of financial products and its valuation
Desired:
- FRM/PRM/CFA certification would be added advantage
- Understanding of programming language such as Python, SQL
- Understanding on usage of GIT
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