Market Risk Analyst

  • Full Time
  • Mumbai
  • Full Time
  • Mumbai

Our Client is an Investment Bank.

The role is as follows-

• understand company’s trading portfolio and analyse risk sensitivities (greeks)
• provide impact analysis on an ad-hoc and regular basis to Senior Managers to help them in the decision making process (i.e. looking for optimal hedging strategies)
• stress analysis – understanding how company’s portfolio could reacts to market and economic events (ie. Lehman Brothers collapse, the Eurozone crisis etc.)
• production of daily market risk reports, including VaR, Stress, RWA, CST, sensitivity reports on time for the Market Risk community including but not limited to Trading, Risk Officers, Senior Management, Executive Committees, Chief Risk Officer and to Regulators

Education:

university graduate (mathematics, statistics, economics or business/finance). CFA/PRM/FRM are favorable

Required Skills:

(market risk or treasury risk) and VAR/stress testing/RWA/CST reporting

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