Mumbai, India

Vice President

A senior opportunity within the Global Market Risk function of a leading global financial services organisation, seeking an experienced Market Risk professional to oversee risk analysis, monitoring and management across complex financial products and trading portfolios. The role will work closely with global trading and risk management teams, providing insights into market exposures, risk sensitivities, stress testing and capital measures, while contributing to the development and enhancement of global risk management frameworks.

The position offers the opportunity to engage with senior trading and risk stakeholders, influence risk strategies and provide quantitative analysis on complex market risks, with a strong focus on derivatives, risk sensitivities, VaR, Economic Capital and risk reporting automation.

Please contact Mitali Nikale or email your cv directly in word format to mitali@theedgepartnership.com

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Please note that due to the high number of applications only shortlisted candidates will be contacted. If you do not hear from us in the next 7 business days, we regret to inform you that your application for this position was unsuccessful.

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Key responsibilities

Monitoring, analyzing and interpreting daily market risk exposures and risk sensitivities across trading portfolios.
Analyzing and validating Value at Risk (VaR), Risk Weighted Assets (RWA) and Economic Capital calculations.
Assessing complex financial products, particularly derivatives, including exotic instruments and structured payoffs.
Evaluating option Greeks and higher-order risk sensitivities, including vega surface, skew, convexity, cross-gamma and correlation.
Reviewing stress testing results and providing insights into market exposures and less transparent risk areas.
Working closely with global trading centres and senior risk managers to monitor exposures, review risk strategies and address emerging risks.
Providing risk analysis and recommendations on new products, trading strategies and business initiatives.
Contributing to global projects focused on enhancing Market Risk frameworks, methodologies and risk management systems.
Driving automation and re-engineering of risk reporting processes to improve efficiency and accuracy.
Preparing risk reports, ad-hoc analysis and detailed risk assessments for senior Risk Management and Trading stakeholders.
Challenging risk positions and influencing business decisions through robust quantitative analysis and effective stakeholder engagement.

Role requirements

7–10 years of experience in Market Risk Management within financial services, preferably in an investment banking or global markets environment.
Strong knowledge of financial products and markets, particularly derivatives, exotic instruments and structured payoffs.
Understanding of option Greeks, higher-order sensitivities, volatility surfaces, skew, convexity, cross-gamma and correlation.
Working knowledge of derivatives pricing models, calibration methodologies and their limitations.
Strong understanding of market risk sensitivities, Value at Risk (VaR), Economic Capital and stress testing.
Strong analytical, quantitative and technical capabilities, with an academic background in Engineering, Mathematics, Science or another numerical discipline.
Proficiency in Python for Finance and Microsoft Excel; exposure to Business Intelligence (BI) tools would be advantageous.
Demonstrated ability to engage with and challenge traders, senior risk managers and other stakeholders, including the ability to maintain independent risk positions under pressure.
Excellent communication and stakeholder management skills, with the ability to present complex risk analysis effectively.
An MBA from a reputed institute or a Master’s degree in Engineering, Mathematics, Science or a related discipline; a CA qualification would also be considered.
CFA or FRM certification would be advantageous.

Mumbai, India

Vice President

Key responsibilities

Role requirements

Apply for this Job

Vice President

Mumbai, India

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