int(9427)
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.