int(6033)
Bangalore, India

Market Risk Analytics role

Our client is an International Bank who is in search of a potential candidate for their Market Risk Analytics team in Bangalore.

Strong expertise in VAR, stress testing, Risk Analytics, pricing, and knowledge across asset classes.

Please contact Anita Shah or email your cv directly in word format with job reference no. Jo0000004786 to banking-India@theedgepartnership.com

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 5 business days, we regret to inform you that your application for this position was unsuccessful.

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Key responsibilities

  • Contribute to risk methodology which covers sensitivity, stress, VaR and factor modeling, for both investment (market) and counterparty (credit) risk.
  • Provide risk analysis to Risk Managers at both the portfolio level and security level by determining the qualitative and quantitative factors driving change in risks and exposures.
  • Assist with performance testing on the risk pricing models, including monthly VaR back testing and model calibration checks.

Role requirements

  • Qualified from Tier 1 Institute into Mathematics, physics, Statistics, Economics with good quantitative, technically proficient, detail-oriented, able to multi-task and work independently; understand financial mathematics and quantitative techniques used to measure risk at the security and portfolio levels.
  • Have a good understanding of the equity and fixed income (rates and credit) products and markets, as well as related derivatives and structured/securitized products.
  • Have experience pricing and evaluating risk on securities, derivatives and structured/securitized products using appropriate models.
  • Possess in-depth knowledge of asset pricing models, VaR models and stress testing techniques; experience with VaR back testing techniques and model performance testing a plus.
  • 3-8 years of experience.

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Market Risk Analytics role

Bangalore, India

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