• Associate Market Risk Jobs in Bangalore,India

  • Techsist Solutions

Job Description:

Skills Required

- Deep understanding of derivatives and empirical asset pricing theory (Black-Scholes framework, stochastic calculus etc)

- Understanding of counterparty risk - CVA, DVA, FVA (using analytical and simulation approach)

- Understanding of VaR, modelling of VaR using simulation, historical and parametric approach

- Understanding of interest rate curves, modelling interest rates, calibration of stochastic interest rate models (BK, HW etc)

- Independently able to price derivative instruments of vanilla and exotic payoff structures (swaps, options, CDS etc) using analytical, simulation, trees etc

- Able to validate market data, understanding of different data sources including Bloomberg, Reuters etc

- Independently able to validate pricing, market risk models and the underlying concepts

- Understanding of quantitative methods like bootstrapping, numerical simulation, trees and their application in quantitative finance

- Understanding different components of market risk and development/validation of risk models

Must have

- Background in computational/quantitative/financial engineering

- Masters in Computational Math/Financial Engineering/other quantitative disciplines

- Sound knowledge of computer programming (Python, R, C++, SAS etc) and problem solving

- Excellent communication and time management skills

- Co-ordinate with different stakeholders, across geographies

Good to have

- Certifications like FRM, CFA, CQF

- Experience with Bloomberg Terminal (functions like SWPM, CDSW, ICVS among others) and FINCAD

- Ability to program in multiple languages/platforms


- Advanced degree in Math, Statistics, Economics or any other Analytical disciplines from IIT/ISI OR any other tier1 institute or Btech + MBA in finance from Tier 1 B-Schools Professional Certification such as FRM, CFA CQF preferred


- Prior experience of working in the Risk Management/Analytics division in large banks and/or tier 1 consulting organizations like Big 4 or captives of top tier banks is preferred

Profile Summary:

Employment Type : Full Time
Salary : Not Mentioned
Deadline : 21st Mar 2020

Key Skills:

Company Profile:

Not Mentioned

People who search this job also searched for the following Keywords

All rights reserved © 2018 Wisdom IT Services India Pvt. Ltd DMCA.com Protection Status