Vice President - Market Risk Methodologies - Investment Bank

We have an excellent opportunity for VP - Market Risk Methodologies role with one of the leading Investment Bank in Mumbai

Experience : 12-13 Years+

Location : Mumbai

Job Description :

- Candidate should have an experience on Market Risk Methodologies

- Have an strong exposure on VAR calculation/VAR Methodologies

- Should have an experience in Basel III or FRTB

- Created and enhanced several documents covering the VaR/SVaR methodology for regulatory perusal.

- Responsible for review of enhancements/changes to the bank's VaR model for Equities

- Qualitative/quantitative VaR enhancements, assumptions and implementation.

Desired Profile :

- Strong quantitative background

- Top notch education in Quantitative discipline, e.g. Mathematics, Physics, Engineering, Finance

- Extensive experience in model validation. Hands-on experience of risk

- Experience of managing/leading teams, ideally in the context of model validation and/or financial modeling

- Good knowledge including programming experience of software applications such SQL.

Farha Khan
Talent Acquisition Team
Phone +91-124-4028704