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Job Location | Mumbai City |
Education | Not Mentioned |
Salary | Not Disclosed |
Industry | Banking / Financial Services |
Functional Area | Sales / BD |
EmploymentType | Full-time |
Do you understand investment banking products and have a background in statistics Have you worked on regulatory projects such as CCAR, LPA, ICAAP, EBA etc. Are you experienced in the methodologies related to stress testing of market risk Do you have the expertise to code in Python We re looking for someone like that to: develop quantitative methodologies to stress MTMs and forecast market risk losses / RWAs over a scenario horizon develop prototypes or automated processes for stress testing assist with operation of risk processes (including regulatory submissions) collaborate closely with other teams (such as IT, Market risk control, Reporting, finance etc.) to ensure a timely and effective stress testing of market risk measures maintain documentation of high standards for internal and external distribution on processes and approaches take initiative and responsibility for tasks with the teamYour teamYou ll be working in the Market Risk (Stress) Methodologies team in Mumbai. We are focused on developing models on stress testing Value-at-Risk (VaR) and P&L on market risk of the firms trading portfolio. We also maintain the market risk stress infrastructure and respond to business and regulators queries on market risk stress testing. We also undertake projects to ensure that we can provide the required data and analysis to business and regulators., You have: a university degree in finance, economics, maths or statistics several years of experience in the industry and working on concepts of statistics and time series modelling experience in working with data and systems within investment banks coding expertise Python strong analytical skills and deep inclination in learning / development of additional skills experience in use of SQL queriesYou are: able to respond quickly to notifications from stakeholders a great communicator (and you know how to handle challenging situations including explaining complex algorithms in layman terms) team-orientated, while able to complete tasks independently follow a systematic and structured approach able to develop prototypes and automated processes document the approach / processes
Keyskills :
strong analytical skillsmarket risktime seriesrisk controlstress testingbanking productsanalytical skillsinvestment bankingregulatory projects