Market Risk Analyst (0-3 yrs)

About LOB:

- Global Markets SBU represents the Treasury business. The SBU manages the firm's excess capital, striving to deliver superior risk adjusted returns.

Job Purpose:

- The role will play a critical role in managing risk for Treasury business group

- The role will be responsible for strategic planning & implementation of risk measurement, management & mitigation objectives of the business group

- The role will also be responsible day to day market risk management & analysis for trading business

Key Responsibilities:

- Monitor day to day trading activity from a risk perspective

- Evaluate and analyze new products and/or strategies

- Develop and/or enhance risk models for accurate measurement of risk for various products and asset classes

- Incorporate checks and balances in risk processes & systems to highlight hidden risks in the portfolio

- Provide analysis & commentary on Financial Markets and Portfolio

- Participate in ongoing risk projects aimed to enhance accuracy, comprehensiveness & efficiency of risk management process

Job Requirements:

Qualifications: Engineer / MBA degree with FRM/PRM/CFA (preferred)

Experience: 0-4 years

Functional Competencies:

- Trading and/or risk management experience (preferably in Indian markets)

- Sound understanding of market risk techniques like sensitivities, VaR, stress-testing etc.

- Sound knowledge of financial markets & products in at least one asset class (Equity derivatives or Fixed income)

- Good understanding of statistical concepts

- Proficiency in excel and Python