Analyst - Market Risk

Disha HR Services Pvt. Ltd
  • Mumbai
  • 10-15 lakh
  • 3-8 years
  • 335 Views
  • 05 Jun 2015
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  • Risk Management

  • Banking - Retail
Job Description

Creating ad hoc SQL scripts to extract data out of Risk engine to facilitate investigations.

Working together closely with the risk development team to test and validate new pricing models and enhancements.

Reconciling client expectations with the numbers reported by our system using alternate systems such as Bloomberg and/or in house excel addin libraries. Identify and explain all observed discrepancies.

Coordinating and actively participating in the setting up of new clients on the risk platform, configuring the risk engine to conduct the set of analyses as required.

Identify and address any adhoc issues regarding the production of risk reports or escalate to the appropriate team. Provide input and feedback for the continuous enhancement of the system.

Job Specifications

Education:

Bachelors degree in quantitative studies plus experience in financial industry or

Masters degree in Finance, Financial Engineering, Quantitative Finance

Work Experience:

4 Yrs 8 Yrs

Financial knowledge:

Knowledge of cross asset class financial instruments modelling and pricing (equity/FX options, bonds, futures, interest-rate swaps, etc.)

Understanding of risk management techniques, VaR approaches (Historical, Monte-Carlo) and sensitivity measures (option greeks, DV01...etc).

Basic understanding of trading strategies across all major asset classes and hedge fund investment styles.


Technical skills:

Good understanding of modern programming languages and database management concepts

2 year of SQL

Experience with production software environments would be an advantage

Basic knowledge of Unix/Linux

Familiarity with Bloomberg is a plus

Familiarity with SAS is a plus


Attributes Required:

Logical reasoning and problem solving capabilities are essential
Strong analytic skills
Strong motivation to learn
Excellent communication skills are important, both written and oral


Competencies/Skill sets for this job

Market Financial Risk Management Production Sql Libraries Pricing Models

Job Posted By

About Organisation

Disha HR Services Pvt. Ltd