Market Risk - FDSF - Analyst/associate

Ikya Human Capital Solutions Pvt Ltd
  • Mumbai
  • 10-15 lakh
  • 2-5 years
  • Views
  • 16 Dec 2016

  • Risk Management

  • Banking - Retail
Job Description

Role & Responsibilities of the position in brief:

Analysis and review of scenario results, focusing on understanding behaviour of derivative products under scenario conditions

Satisfy the regulators scenario requests and other infrastructure and control requirements

Implementing improvements to stress testing reporting information and developing new stress tests in order to provide effective key risk management information to senior management

Working with front office and other risk managers to review current portfolio risks and trading strategies in order to develop new scenarios / improve current scenarios to fully address market and other risks

Contribute in the design and specification of functional improvements to strategic and tactical IT applications used for stress testing.

Key Skills:

Looking for someone with strong product knowledge of Rates/FX derivatives like TARFs, PRDCs, barriers, inflation products .

Should have experience in market risk/VAR/risk methodologies background.

Competencies/Skill sets for this job

Senior Management Derivatives Fx Product Knowledge Stress

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