Job Title:  Manager | Not Applicable | Pune | Regulatory & Financial Risk

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