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20/12 HR
HR - Talent Acquisition at Pioneer Financial & Management Services Ltd

Views:1066 Applications:187 Rec. Actions:Recruiter Actions:22

Senior Analyst - Credit/Market Risk Domain - IT Firm (2-8 yrs)

Mumbai/Navi Mumbai Job Code: 1196080

- 2 Years experience in Market Risk and/or Credit Risk covering traded products.

- Understanding of the flow & overall business in investment banking

- Ensuring the accurate calculation of capital measures such as value-at-risk (VaR), stress VaR, Incremental Risk Charge (IRC), Comprehensive Risk Measure (CRM) including the floor calculation, counterparty risk exposure capital and VaR-on-CVA for the perimeter covered by the approved internal models.

- Ensuring the timely re-calibration of these models and performance of back-testing to support the usage of these models for the capital declaration.

- Ensuring the accurate calculation of other critical risk measures such as credit value adjustments and market risk reserves that impact the bank's P&L

- Ensuring the timely provision of other risk measures such as stress testing and greeks required by users for limit monitoring, analysis and reporting.

- B.E / B. tech or equivalent

Preferred Certifications / Affiliations:

- FRM/CFA certifications would be a plus.

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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