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Analyst/Associate- Market Risk- GMG

Mumbai, MH
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  • Banking & Finance
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Job Details

The CTC Chief Risk Officer (CRO) reports to the Firmwide CRO and is responsible for the end to end risk framework for the CTC line of business; including, but not limited to, Market Risk, Credit Risk, Liquidity Risk, Interest Rate Risk, Operational Risk, Pensions and BOLI COLI, Country Risk, Principal Risk, and Model Risk.CTC Risk is also responsible for Firmwide Liquidity Risk and Interest Rate Risk Management.Function Description CTC seeks to hire a risk professional to join its analytics function supporting the Market Risk function. The position offers the opportunity to participate in all risk related matters (including monitoring, reporting, forecasting).Working in Risk Management will give the successful candidate the opportunity to work alongside risk management professionals at all levels and exposure to senior portfolio managers in an area of the Firm that covers the spectrum of asset classes and financial products. It is an ideal location in the Firm to obtain broad perspective of Firmwide risk management decisions. The position also offers opportunities for significant visibility to senior management.Education/Qualifications An excellent academic record and an undergraduate degree are required. Advanced degree in finance or a related quantitative field; MBA from a top tier school or professional qualification in (CFA/Accountancy) is desirable.Candidate requirementsStrong analytical and critical thinking skills, as well as a high level of self-initiative required, including an ability to balance and execute multiple projects at once and deliver results under tight time constraintsUnderstanding of the governance and controls surrounding risk monitoring including, VaR, stress testing, various return measures and experience with stress constructionUnderstanding of fixed income/securitization markets and FX(Bonds, swaps, MBS, FX Fwds, FX swaps etc)Excellent oral and written communication skillsDemonstrated ability to work effectively and independently across different businesses and functional areasAbility to work under pressureStrong critical thinking skills, with thorough attention to detailStrong technical skills in Excel/Access/VBA/BloombergSpecific responsibilitiesDaily reporting and monitoring of market risk positions - with the aim to identify material risk exposures and concentrations. Conduct ad hoc risk analysis, develop improvements of daily risk reports, and VaR and Stress analysis toolsMonitor risk exposures, understand the factors that drive the risk and P&L on the books, follow market movement/activities affecting positions, highlight and discuss risk changes and top risksKeep track of market developments/moves vis--vis business risksImprove risk transparency, methodologies and reports by conducting deep-dives on various basis risks, curve risks, specific structure risks etcRepresent Market risk in various related initiatives and ensure that the projects are delivered in a timely manner
Degree: M.Com. (Commerce) | M.Pharm. (Pharmacy) | M.Sc. (Science) | MA (Arts) | MBA/ PGDM | MCA/ PGDCA

Additional Degree: B.Com. (Commerce)

Experience: 2-6


Banking -General | Personal/ Retail Banking | Risk/Credit/Economic Analyst
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