Mumbai, India

Asset & Liability Management

Our client is one of the global banking firms which provides industry-focused services for clients across geographies. We are currently looking for a skilled professional to join their Non-Traded Market Risk team in Mumbai.

Please contact Apoorva Sharma or email your cv directly in word format with Job ID 10237 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

Identify, quantify, monitor, and manage non-traded market rate risks in the Banking Book using approved risk methodologies and techniques.
Analyze and propose changes or enhancements to existing non-traded market risk methodologies and assumptions.
Provide analytical support to develop and implement accurate non-traded market risk methodologies.
Perform technical analysis to validate and test methodologies and assumptions.
Present and report on non-traded market risk progress and exposures.

Role requirements

Degree/Masters in a quantitative field such as Statistics, Mathematics, Finance, Economics stream, along with CFA or FRM certification.
Strong knowledge of Interest Rate Risk in the Banking Book (IRRBB) and Credit Spread Risk in the Banking Book (CSRBB).
Good understanding of financial markets and instruments, particularly in retail and wholesale products.
Proficient IT skills, including Microsoft Office suite, statistical packages, and Acrobat Writer.
Familiarity with industry accepted ALM risk techniques is beneficial.

Mumbai, India

Asset & Liability Management

Key responsibilities

Role requirements

Apply for this Job

Asset & Liability Management

Mumbai, India

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