Assistant Manager - Market Risk

Crescendo Global Services
  • Delhi, Gurgaon
  • 10-15 lakh
  • 3-7 years
  • Views
  • 09 Mar 2017

  • Customer Service

  • Banking - Retail
Job Description

- 4 to 7 years of experience in portfolio risk analytics including calculation of VAR

- Experience with fixed-income products and markets across the globe

- Experience in building VAR models and reports across a variety of global trends

- Experience in managing portfolios of international banks

- Experience in portfolio risk modeling, derivative analytics, fixed income analytics, VAR reporting

- Expertise in SQL with understanding of C, C++, SAS or R

- Strong quantitative skills is a must

- Wide knowledge of market trends and current events

- Be able to work and deliver under minimal supervision/independently

Would you be keen for a role where your responsibilities include to:

- Analyze new market trends, daily VaR excesses at all levels

- Develop subject-matter-expertise in analysis of fixed-income products, derivatives and portfolio risk

- Team mentoring and team handling within the business and mentoring other experienced professionals

- Regularly follow global markets to understand how industry changes affect modeling and analytics and help modeling teams to update those changes in existing models

- Understand the SQL code and modifying whenever required

- Interact with clients to understanding their queries and helping them by providing optimal solutions

- Help in improvement and documentation of analytic models and provide analytical insights

- Working across international markets of the client and international travel to various client locations as and when required


Competencies/Skill sets for this job

C++ Modeling Team Mentoring Risk Modeling

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About Organisation

Crescendo Global Services