int(8317)
Delhi, India

Market Risk Derivatives Modelling

Our client is one of the leading International banks which provides industry focused services for clients across geographies. We are currently building a team of professionals to join their Market Risk team in Delhi NCR.

Please contact Harsha Bhardwaj or email your cv directly in word format with job reference no. Jo0000007854 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.

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Key responsibilities

  • Develop and implement methodology for generating concentration risk, stressed exposures and performing stress tests.
  • Document the methodologies used to stress market prices.
  • Calculate exposures to individual counterparties and aggregate exposures.

Role requirements

  • 2-6 years of hands-on experience in Financial services.
  • Strong product knowledge in Market traded products like derivatives pricing, equities, Futures & Options.
  • Education Qualification: Bachelor’s/Master’s in quantitative field.
  • Excellent communications skills – verbal and written.