Manager-Risk Production

Avtar Career Creators
  • Bangalore
  • 15-20 lakh
  • 6-10 years
  • Views
  • 02 Mar 2017

  • Finance/ Accounts, Investments

  • Banking - Retail
Job Description

- ETF and Index Funds,
- Hedge Funds / Managed Accounts (Long short equity, Global macro, CTA, Event driven, etc),
- Fund of Hedge Funds,
- Quantitative Funds (Multi Asset, Formula Funds, CPPI).
- Calculation/control of risk indicators:
- Market & Credit exposures (leverage, counterparty, CDS),
- Liquidity (weighted average liquidity, ATV, market capitalization, liquidity stress tests),
- Concentration (sector, country),
- Value at risk (historical),
- Stress test (based on adverse and hypo/ historical methodologies),
- Regulatory and contractual investment restrictions (embargo controls, etc).
- Improvement and development of internal tools at the instruments and/or portfolio level.
- Software configuration (Sophis, Sungard adaptive,etc) and improvement and development of internal tools at the instruments and/or portfolio level (VBA macro developments) in order to monitor risk more efficiently and quicker.
- Write-up of policies and procedures related to the improvement of risk tools.
- Reports- production including but not limited to statistics about production and risk consumption


Competencies/Skill sets for this job

Sophis Software Configuration Risk Management Vba Statistics

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Avtar Career Creators