Job Description

Skills
xc2xb7 Strong knowledge of Market Risk Concepts and metrics (VaR/Value at Risk, Risk Sensitivities, FRTB, IRRB and Market Risk Quant)
xc2xb7 Basel, SAS, Reg Reporting and System implementation.
xc2xb7 Process improvisation using VBA/R/Python
xc2xb7 Stakeholder management and Query handling
xc2xb7 Knowledge of risk management strategies - including derivative (Futers/Forwards, Options, Swaps)
xc2xb7 Stress testing and Scenario Analysis
xc2xb7 Valuation and Independent Price Verification
xc2xb7 Knowledge on Regulatory banking risk management guidelines, risk management practices
xc2xb7 Understanding of market risk infrastructure (Market Risk/Model Risk), Knowledge of SQL, R, Python, VBA etc.
xc2xb7 Academic qualifications - Post graduate degree with CFA/FRM preferable; or qualified CFA/FRM with a Graduate Degree