Lead - Risk Analyst - Global Risk Group - Iit/iim

  • Mumbai
  • Confidential
  • 3-6 years
  • 29 Jan 2016

  • Risk Management

  • Accounting/ Taxation/ Audit
Job Description

Candidate Profile :

A. IIT/IIM graduate or IIT graduate with Masters in quant discipline, preferably quantitative finance or financial engineering

B. 3 to 6 year experience preferably in Market Risk/Quant/financial modeling

C. Ability to understand and develop pricing/hedging models for complex trading strategies

D. Algorithmic trading experience preferred

E. Good presentation/communication skills

Role & Responsibilities:

The role would require candidate to lead a team of 4 analysts focused on analytics around Market Risk, Credit Risk and Operational Risk across the company. The detailed description is provided below:

A. Risk Analysis of proprietary trading positions before critical events impacting markets

B. Manage comprehensive risk reporting for proprietary trading desks

C. Develop models for counter party risk & price risk

D. Validate pricing models and risk methodology used by proprietary businesses across the company

E. Risk Assessment and modeling of structured products

F. Analytics around systemic risk using various macro parameters

G. Need based projects for various enterprise related activities

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