Analyst/ Sr Analyst - Market Risk - Fixed Income

Ikya Human Capital Solutions Pvt Ltd
  • Mumbai
  • Confidential
  • 2-4 years
  • 228 Views
  • 15 Sep 2016
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  • Risk Management

  • Accounting/ Taxation/ Audit
Job Description

- 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


Competencies/Skill sets for this job

Market Risk Risk Management Risk Systems Economics Risk Reports

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