Senior Analyst - VaR - Bank

- We are hiring for one of our banking clients who specialize in advisory and capital raising, financing, investing, leasing, research, trading, hedging, intermediary services, and funds management.

- We are looking for Senior VAR Analyst with min 2 - 5 years of work experience in calculating, reviewing and analyzing VAR.

Job Responsibilities :

- Responsible for calculating, analyzing, and reviewing the daily Value at Risk (VAR) exposure. Calculating, reviewing, and cleaning the benchmark data so that it can be used in the VAR models.

- You will be keeping an eye for any changes in market parameter on the VAR model and for sudden market movements.

- You will be working across new products and asset classes traded across regions.

- You will be taking care of emerging market trends and risks across the market and portfolio.

- Measuring and limiting Org exposure to adverse market movements.

- Working on diversity and complexity of the products.

Essential Qualification and Skills :

- Must have Graduate Degree in the field of Engineering, Science, Mathematics or Finance.

- Must have 1-2 years relevant experience in VAR.

- Experience with VBA Macros will be an added advantage.

- Must have good experience and understanding of Financial Services and Market Risk.

- Must have Statistical and Problem-solving abilities.

Please note that due to the high number of applications only shortlisted candidates will be contacted. If you do not hear from us in the next 5 business days, we regret to inform you that your application for this position was unsuccessful.