int(7926)
India

Market Risk Reporting – Team Lead

One of our clients who is leading investment banking firm with presence across globe, planning to expand their market risk reporting team in Mumbai. Hence, actively looking to hire candidates with at least 5+ years of hands-on risk Market risk reporting within an investment bank or associated consulting firms.

This is an excellent platform for personal and professional development within a highly committed and collaborative team in an international and fast-paced environment.

Please contact Adil Sharieff or email your cv directly in word format with job reference number JO0000007286 to riskandquants-in@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.

Apply for this Job

Key responsibilities

  • Act as the Market Risk Team Lead and manage the team accordingly.
  • Run daily, weekly, and monthly checks of risk exposures client portfolios.
  • Perform ‘first level’ checks across risk measures against minimum standards including tracking error, VaR, stress, liquidity etc.
  • Perform validation of the risk analytics produced such as stress, VaR modeling and testing; model validation support including data gathering.
  • On-going monitoring of counterparty risk exposures and counterparties’ creditworthiness.
  • Creating reports and views using Power BI, Tableau etc.

Role requirements

  • Qualified degree in economics, science, technology, mathematics, engineering.
  • strong knowledge and understanding of risk management techniques including concepts such as Value-at-Risk, Portfolio Theory and Stress testing.
  • Experience in banking regulatory capital, Basel II/III, stress testing would be advantageous.
  • FRM/ CFA certification would be an advantage.