int(8812)
Mumbai, India

Stress Testing

Our client is one of the leading consulting firms which provides industry focused services for clients across geographies. We are currently looking for a skilled professional to join their Model Validation Team in Mumbai.

Please contact Jagruti Chanchlani or email your cv directly in word format with job reference no. JO0000007265 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

  • Analysis and review of scenario results, focusing on understanding behavior of derivative products under scenario conditions.
  • Implementing improvements to stress testing reporting information and developing new stress tests to provide effective key risk management information to senior management.
  • Working with front office and other risk managers to review current portfolio risks.

Role requirements

  • Knowledge of Derivatives products (including exotics) Markets, Economics.
  • 3 – 5 years of experience in Market Risk/Stress testing, preferably on the fixed income side on trading/risk management.
  • Masters (MBA preferred).
  • Excellent oral and written communication skills.