AddressThe ideal candidate will have to meet the defined attributes for the role and display a high degree of energy, enthusiasm and passion for change including the ability to pro-actively engage in solution design and definition. The role involves primarily business analysis and system implementation and testing.
- Candidates should have at least 3-5 years of experience in the financial markets / bank's treasury middle office / market risk function.
- Experience in performing valuation and Market Risk measurement (risk sensitivities, VaR, stress testing, counterparty credit risk etc.) modelling for various treasury products like bonds, derivatives, options and other exotic products
- Experience in developing and validating Market Risk methodologies and frameworks
- Familiar with global regulatory requirements of PRA, FINMA, FINRA, SEC
- Experience in Financial market measurements ( VAR, Stress testing)
- Experience in BASEL 2, BASEL3.
- Statistical Modelling/Analytics experience must
- SAS/ Python/ R experience is must.
- Banking domain preferred
- Willingness to travel - both domestic as well as internationally.
Qualifications
MBA or equivalent Master's degree in Finance, Statistics, Economics or Mathematics from premium institutes required. Graduates (B.Tech / B.E) with relevant experience can also be considered.
Professional Certifications like the CFA and FRM will be an added plus
Must possess analytical experience, a thorough understanding of the derivative markets, and experience in researching. Moreover, quantitative training and strong problem solving as well computer skills (Excel, VBA) are necessary.
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