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30/09 Kopal Sharma
Consultant at Gi Group - Elixir Consulting

Views:221 Applications:60 Rec. Actions:Recruiter Actions:45

Risk Methodology Role - Global Risk - BFSI (1-4 yrs)

Mumbai/Navi Mumbai Job Code: 1162643

Global Risk - Risk Methodology (Mumbai)

Role & Responsibilities:

- 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


- 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


- FRM/PRM/CFA certification would be added advantage

- Understanding of programming language such as Python, SQL

- Understanding on usage of GIT

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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