Market Risk with Liquidity ALM (Senior Associate)

Acme Services Private Limited

Job Location:

Mumbai - India

Monthly Salary: Not Disclosed

Posted on: 1 hour ago

Vacancies: 1 Vacancy

Job Summary

Job Description:

Masters degree in finance Economics Mathematics Statistics Financial Engineering or a related quantitative field ensuring a strong foundation in complex financial modeling
Understanding of market risk concepts and regulations particularly Fair Valuation VaR Sensitivities Collateral Risk Management Hedge Effectiveness & Hedge Accounting
Understanding of Spot and Derivative markets operations for equities interest rate commodities and foreign exchange products and valuation of the OTC and structured products
Understanding of Financial Modelling Asset & Liability Management (ALM) and Transfer Pricing
Knowledge of Treasury operations in Front-office Mid-office and Back-office

Job Description: Masters degree in finance Economics Mathematics Statistics Financial Engineering or a related quantitative field ensuring a strong foundation in complex financial modeling Understanding of market risk concepts and regulations particularly Fair Valuation VaR Sensitivities Coll...