Market Risk Sr Manager

Mumbai - India

Monthly Salary: Not Disclosed

Posted on: 30+ days ago

Vacancies: 1 Vacancy

Job Summary

What youll do in the role:

Risk Analysis using Stress Testing VaR Backtesting and other measures.
Uploading and Analyzing sample prospective portfolios comprising of several financial product types in Equities Convertible Bonds Corporate Bonds Swaps (IRS/CDS) Options and Futures on Commodities/Index/Interest Rates/Currencies.
This may involve searching for relevant tickers/identifiers for such products using Bloomberg and other internal sources/databases.
Analysing live client portfolios highlighting risk issues/concerns and recommending marginpolicy changes.
Conducting Risk analysis for the various funds analysing factors like Liquidity Concentrationetc.
Senior Management Risk Reporting and Trend Analysis for the various businesses and creating bespoke reports as per business requirement.
Risk analysis based on Strategy or Country or Sector or other market-based events as needed.
Streamlining/Automation/Tool Building for Internal Risk Management.
Liaising with the relevant regional stakeholders (Risk Margin Credit IT etc.) in terms of periodic risk deliverables.
Participate in global risk projects out of Mumbai in terms of requirements gathering developing testing and validation.

Primary/Required Skills

Graduate degree in Mathematics or Engineering with strong analytical skills.
7-9 years of relevant experience in the Finance industry.
FRM / CFA (at least Level 1 completed) or MBA Finance.
In-depth understanding of Financial Products/Markets (Equities Options Futures Bonds Commodities Rates Credit) and good understanding of risk in associated with such products.
Working Knowledge of (VBA /Python/KDB/R) programming languages and ability to analyse large data sets using SQL/Excel/Power BI tools.
Strong Analytical skills and hands-on approach to problem solving.
Strong written and verbal communication skills.
Exceptional organizational skills and high degree of attention to detail.
Ability to work independently and efficiently in a complex fast-paced environment.
Ability to mentor/guide/lead juniors in the team.
Strong project management skills. Ability to identify and escalate issues effectively and appropriately
Enthusiasm to volunteer for planning organizing and participating in events held by thedepartment and the Firm.

Interested can contact OR email resume to

Required Skills:

Market RiskPythonVBAVARFirmriskFRMCFACounterparty RiskpowerbisqlBacktestingEquitiesOptionsFuturesBonds

What youll do in the role: Risk Analysis using Stress Testing VaR Backtesting and other measures. Uploading and Analyzing sample prospective portfolios comprising of several financial product types in Equities Convertible Bonds Corporate Bonds Swaps (IRS/CDS) Options and Futures on Commodities/Inde...

What youll do in the role:

Risk Analysis using Stress Testing VaR Backtesting and other measures.
Uploading and Analyzing sample prospective portfolios comprising of several financial product types in Equities Convertible Bonds Corporate Bonds Swaps (IRS/CDS) Options and Futures on Commodities/Index/Interest Rates/Currencies.
This may involve searching for relevant tickers/identifiers for such products using Bloomberg and other internal sources/databases.
Analysing live client portfolios highlighting risk issues/concerns and recommending marginpolicy changes.
Conducting Risk analysis for the various funds analysing factors like Liquidity Concentrationetc.
Senior Management Risk Reporting and Trend Analysis for the various businesses and creating bespoke reports as per business requirement.
Risk analysis based on Strategy or Country or Sector or other market-based events as needed.
Streamlining/Automation/Tool Building for Internal Risk Management.
Liaising with the relevant regional stakeholders (Risk Margin Credit IT etc.) in terms of periodic risk deliverables.
Participate in global risk projects out of Mumbai in terms of requirements gathering developing testing and validation.

Primary/Required Skills

Graduate degree in Mathematics or Engineering with strong analytical skills.
7-9 years of relevant experience in the Finance industry.
FRM / CFA (at least Level 1 completed) or MBA Finance.
In-depth understanding of Financial Products/Markets (Equities Options Futures Bonds Commodities Rates Credit) and good understanding of risk in associated with such products.
Working Knowledge of (VBA /Python/KDB/R) programming languages and ability to analyse large data sets using SQL/Excel/Power BI tools.
Strong Analytical skills and hands-on approach to problem solving.
Strong written and verbal communication skills.
Exceptional organizational skills and high degree of attention to detail.
Ability to work independently and efficiently in a complex fast-paced environment.
Ability to mentor/guide/lead juniors in the team.
Strong project management skills. Ability to identify and escalate issues effectively and appropriately
Enthusiasm to volunteer for planning organizing and participating in events held by thedepartment and the Firm.