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Job Id: 617
Job Title: Market Risk Management / Reporting
Industry: Banking, Financial Servcies & Insurance
Functional Area: Analytics & Business Intelligence
Salary: 25 Lac - 30 Lac
Job Location: Mumbai
About the Client

The company is one of the leading Corporate and Investment Banking Centre, wholly owned subsidiary of an Investment Bank based in Mumbai.
In CIB, the Company carries out its capital markets business, including its origination, sales and trading activities in debt, equity and other securities, as well as its advisory, credit and transaction banking businesses. It is further sub-divided into the Corporate Divisions Corporate Banking & Securities (CB&S) and Global Transaction Banking (GTB).

CB&S includes the Business Divisions Markets and Corporate Finance, which globally carry out its securities origination, sales and trading businesses, as well as its mergers and acquisitions advisory and corporate finance businesses. Global Transaction Banking its cash management for corporate and financial institutions, trade finance business, as well as trust and securities services.

Job Description

A member of the MRA team, reporting to the Head of MRA Mumbai. The primary responsibilities are:
• Review reports from Market Risk Control for accuracy before it reaches Market Risk Management
• Deliver analysis and explains of VaR, SVaR, IRC, RWA and EC
• Stress testing analysis, explain and specifications
• Ad hoc (“What-if”) analyses e.g. VaR/EC/RWA impact of new trades
• Provide analytical support to Risk Managers to facilitate risk management / business decisions.
• Contribute to methodological enhancements, including quantitative impact analysis
• Develop reports to facilitate robust risk management practices

 

Desired Candidate Profile

• Grad/post-grad degree – qualified in a numerate discipline
• Experience working in a Market Risk position at an Investment Bank
• Broad financial market and product knowledge, preferable expertise in derivatives
• Details-focused and numerically literatte
• Excellent communication skills – ability to articulate technical and financial topics with global stakeholders
• A reliable team player with the motivation to work in a dynamic, international and diverse environment.
• A committed and motivated individual for self development and growth
• Keen interest in various risk frameworks and how they are interconnected for bank’s capital
• Solid experience in using large datasets with experience in relevant software packages, e.g. MS Excel, MS Access, VBA, and SQL. Experience with additional programming languages is a plus, e.g. Matlab, R, or C++.
• Experience with SAS is beneficial but not necessary
• Able to multi-task and deliver under tight deadlines

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