Market Risk Manager

Role & Responsibilities:

As a dedicated risk manager for equity products, the candidate will be responsible for managing the following o Liaising with the risk managers in the trading centers on a daily basis to help manage their market exposure, set & review risk strategies o Daily analysis and interpretation of the results of risk sensitivities and stress tests o Preparation of risk reports for traders and senior business management o Monitoring and administration of risk limits and resolution of limit excesses o Preparation of reports and escalation to senior management o Ad-hoc risk views and drill down analysis of less transparent risks and issues of importance to senior Risk Management/Trading Heads o Re-engineer the risk reporting process including interactions with Risk and front Office technology personnel to drive improvements o Participate in various projects that help improve our risk infrastructure and framework o Understand the upcoming regulations, especially FRTB and the implications for various equity desks and provide inputs for better management of risk capital The Risk Manager will need to understand the traded products in equity asset classes and their implications for risk management decisions. In particular, we are looking for candidates with knowledge of Equity derivatives. Candidate is expected to understand what drives the risk profiles of Equity Instruments in different market conditions (both exposure profiles and risk sensitivities) and implications on P&L as the markets are evolving.

Key Skills: Mandatory Desired Domain Knowledge of Equity Derivatives products (including exotics) Markets, Economics 3 - 5 years of experience in Market Risk/Stress testing, preferably on the equity side on trading/risk management Masters (MBA preferred) from a reputed institution Excellent oral and written communication skills Programming skills such as excel VBA and python would be an added advantage