VP - Market Risk - ICAAP - Investment Banking Domain

VP-Market Risk ICAAP

We have urgent opening with one of our leading client into Investment Banking Domain.

Designation : VP

Exp : 7+ yrs

Location : Mumbai

Role : The job entails working in the Market Risk ICAAP team to assess the adequacy of the Pillar 1 market risk capital of the organization.

Required Skills :

- Good command of market risk for at least two asset classes.

- Knowledge of risk and scenario analysis

- VaR

- Modelling (Fixed Income, Equities)

- Fundamental understanding of various risk management tools.

- Some knowledge of regulatory capital & internal capital etc

- Very strong analytical skills

If Interested please share your updated CV ASAP.