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17/06 Romi Shukla
Consultant at Black Turtle

Views:279 Applications:51 Rec. Actions:Recruiter Actions:39

Senior Analyst/Manager - Market Risk Modelling - Consulting Firm (4-10 yrs)

Mumbai Job Code: 1112268

SA - 4-6 years experience

Manager - 6 - 10 year experience

we are looking for individuals with professional experience in developing or validating Market Risk models (Internal Models Approach) used to calculate market risk capital requirements.

Additionally, experience of modelling requirements under the Fundamental Review of the Trading Book (FRTB) regulation will be very helpful. The models you have experience in would include but are not limited to:

- VaR

- Expected Shortfall

- P&L Approximation Functions

- Risk Factor Eligibility

- FRTB-SA

Essential Skills and Experience :

- Masters or PhD in maths, physics, engineering or quantitative finance.

- Experience in implementation or validation of Market Risk models (IMA).

- Model validation and/or development experience.

- Strong interpersonal skills.

- Strong problem solving, analytical skills and attention to detail but tempered with an ability to think laterally.

- Excellent communication skills and the ability to present complex issues in a clear and articulate way to a non-technical audience.

- Ability to multi-task across multiple assignments, prioritise workloads and work under time pressure.

- Entrepreneurial mindset, with a focus on delivering business value.

- Project Management skills.

- Willingness to learn and conscientious of continuous personal development.

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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