DM | Market Risk | Delhi | Regulatory & Financial Risk

Skills

Strong knowledge of Market Risk Concepts and metrics (VaR/Value at Risk, Risk Sensitivities, FRTB, IRRB and Market Risk Quant)

Basel, SAS, Reg Reporting and System implementation.

Process improvisation using VBA/R/Python

Stakeholder management and Query handling

Knowledge of risk management strategies - including derivative (Futers/Forwards, Options, Swaps)

Stress testing and Scenario Analysis

Valuation and Independent Price Verification

Knowledge on Regulatory banking risk management guidelines, risk management practices

Understanding of market risk infrastructure (Market Risk/Model Risk), Knowledge of SQL, R, Python, VBA etc.

Academic qualifications - Post graduate degree with CFA/FRM preferable; or qualified CFA/FRM with a Graduate Degree