Job requisition ID :: 75312
Date: Dec 28, 2024
Location: Delhi
Designation: Associate Director
Entity:
Skills
• Strong knowledge of Market Risk Concepts and metrics (VaR/Value at Risk, Risk Sensitivities, FRTB, IRRB and Market Risk Quant)
• Basel, SAS, Reg Reporting and System implementation.
• Process improvisation using VBA/R/Python
• Stakeholder management and Query handling
• Knowledge of risk management strategies - including derivative (Futers/Forwards, Options, Swaps)
• Stress testing and Scenario Analysis
• Valuation and Independent Price Verification
• Knowledge on Regulatory banking risk management guidelines, risk management practices
• Understanding of market risk infrastructure (Market Risk/Model Risk), Knowledge of SQL, R, Python, VBA etc.
• Academic qualifications - Post graduate degree with CFA/FRM preferable; or qualified CFA/FRM with a Graduate Degree
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