Analyst - Market Risk @ Indusind Bank

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Analyst - Market Risk

Indusind Bank
1 - 5 years
Mumbai
3 months ago
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Job Description

Responsible for Market Risk Management functions

Responsible for monitoring and analyzing various limits like NOOP, AGL, Value at Risk and Modified duration, PV01 and other sensitivities like Greeks for Trading Portfolio,

Responsible for valuation & review of Treasury portfolios Forex, Fixed Income, Derivatives, Equity and others products

Review and enhancement of VaR, Stress VaR, Stress testing frameworks.

Performing scenario and simulation analysis for treasury trading portfolio on plausible economic events and scenarios.

Defining stress scenarios and stress testing methodologies

Validation of market data / derived market data and positions for valuation and risk analysis

P&L contribution analysis based on first and second order sensitivities and underlying market movements

Understanding of the Balance sheet, Treasury Products like, options, swaps etc including its valuation.

Shall be exposed to Market Risk System implementation/enhancement.

Skill Set

Educational / Professional Qualification

MBA (Fin.)/CA /Graduate/Post Graduate with Mathematics or Statistics as one of the major subject;

Risk Management qualification like FRM / PRM or CFA will have an added advantage

Technical Knowledge

Familiarity with Calypso and SAS will have additional advantage

Strong analytical and problem solving skills.

Proficient with MS Excel and Excel Macro

Job Classification

Industry: Banking
Functional Area / Department: Other
Role Category: Other
Role: Other
Employement Type: Full time

Contact Details:

Company: Indusind Bank
Location(s): Mumbai

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Keyskills: Market Risk NOOP VAR

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₹ 10-20 Lacs P.A

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Preferred City (* max. 2 w/comma)

Designation / Expected Role

Current / Recent Company (*)

Experience (*)

Expected Salary (*)

Desired Industry (*):

Functional area / Department (*):

Enter Skills (key skills, subjects, technologies & roles to use in search)

Write briefly about yourself, your experience and education (*)

Attach ResumeMax 2.38 MB (RTF, PDF, DOC, DOCX formats only parsed)

Please, check the file size and type.

Add social media [ + ]

Create password

I agree with website service terms and conditions

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Indusind Bank

IndusInd Bank Ltd. is a Customer-focused, technology-based, ISO 9001:2000 certified new generation private sector Bank with ambitious growth plan is looking for the following position.

Analyst - Market Risk @ Indusind Bank

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