- Liaising with the risk managers in the trading centers on a daily basis to help manage their market exposure, set & review risk strategies.
- Daily analysis and interpretation of the results of risk sensitivities and stress tests.
- Validation of VaR, Incremental Risk Change, Comprehensive Risk Measure(where applicable) and Economic Capital numbers and sign-off on the relevant Risk systems
- Preparation of risk reports for traders and senior business management (including the COO, CFO and Front office Business Line Heads).
- Monitoring and administration of risk limits and resolution of limit excesses. Liaising with the risk managers in the trading centers and heads of business units regarding potential limit increases; preparation of reports and escalation to senior management.
Key Fitment :
- Knowledge of Derivatives products (including exotics), Markets, Economics
- 2-4 years of experience, on the fixed income side on trading/risk management - MUST
- Masters (MBA preferred) from a reputed institution
- Knowledge on MS-Excel, VBA, SQL