Market Risk - Associate - IIT/IIM

  • Mumbai
  • Confidential
  • 3-5 years
  • Views
  • 24 Aug 2016

  • Risk Management

  • Investment Banking
Job Description

Associate - Market Risk Equities

Job Responsibilities:

- 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.

- Daily calculation of VaR and Economic Capital numbers.

- Monitoring 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.

- Ad-hoc risk views and drill down analysis of less transparent risks.

- Monitor the P&L and risk in their own and wider business areas, to ensure appropriate understanding of the Groups risk portfolio

- Monitor & understand the external market and product development within their own and wider business areas

- Developing the profile and role of Market Risk as a partner with the business areas and other internal risk and control functions, maintaining relationships in order to assist in the overall management of the firm's risk


- Knowledge of Derivatives products.

- 4 - 5 years of experience, preferably on the fixed income side on trading/risk management

- Strong programming skills.

Competencies/Skill sets for this job

Fixed Income Derivatives Risk Management Var Market Risk