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Job Description
What We Offer:
- We support employee wellbeing by ensuring a sense of purpose and belonging.
- We offer a comprehensive range of wellbeing services which allows employees to get access to the assistance they need at any point in their wellbeing journey.
- Our bespoke benefits support employees and their family s holistic wellbeing and are inclusive of diverse identities and family structures.
Position Specifications:
Corporate Title
Vice President/Associate 
Functional Title
Vice President/Associate Vice President/Senior Associate/Associate
Experience
4-8 years
Qualification
MBA from a reputed institute or Masters with Engineering/math/science background
Requisition No.
12128
Role & Responsibilities:
The position is a role in Market Risk Management for Traded Credit asset class. The candidate will work with Risk managers primarily focused on Spread Products like Credit Default Swaps, Credit Linked Notes, Credit Baskets and Indices, Bonds, Primary & Secondary Loans, CLOs/CDOs, Repos, Repacks and other related Structured Products.
1.Daily review and sign off on Risk exposures.
2.Preparation of daily/weekly risk reports for risk management and trader meetings required for analysis and monitor different risk metrics (e.g. CR01/CS01, VaR, SVaR, IRC, IR01 etc.)
3.Limit monitoring and resolution.
4.Adhoc analysis of trading positions and stress testing.
5.Identify the key risk and P&L drivers and provide commentaries around it.
6.Develop tools related to risk optimization/risk analysis and provide active support in enhancing and maintaining such tools.
7.Maintain proper documentation of the risk tools developed for risk analysis and provide necessary support during validation of these tools by Audit/Model validation group.
Looking to get Placed? Try our Placement Guarantee Plan
Mind Set:
Mandatory
Desired
Domain
- Good knowledge of Financial Products (especially credit derivatives), Financial Markets, Economics
- Understanding of risk sensitivities and VaR
- Background in a numerical discipline: engineering; math; science; etc.
- Strong analytical, quantitative and technical abilities
- Certification in CFA/FRM
Technical
- Good understanding of Excel, excel VBA, python
- Strong communication skills (oral and written)
- Python for Finance
Skills
LoansWealth ManagementOperational RiskAnalyticalInvestment BankingInvestment ManagementRisk ManagementFinancial ServicesFrmRisk ManagementIf an employer asks you to pay any kind of fee, please notify us immediately. Jobaaj does not charge any fee from the applicants and we do not allow other companies also to do so.
Important dates & deadlines?
Application Deadline
20 Mar 26, 05:55 PM IST
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