Designation:VP/Director - MLRM Equities - Investment Bank
Company Name:Leading Investment bank
Key Skills: #Risk Management #Equity Analysis #Equity Derivatives #Trading #Risk Analytics #Market Risk #Algorithmic Trading #VaR #Stress Testing #Derivatives #Investment Banking
Sector: Banking,Financial services,Insurance
Industry Vertical: InvestmentBanking
Functional Area: Risk Management
Experience: 10-20yrs
CTC: -Lacs
Location: Chennai,Delhi,Mumbai,
Job Posted on: 22-04-2016
Prefered Level: Senior
Job code: IB
Job Description:
Market Risk Management Equities manages market risk for Equities portfolio which includes Derivatives, Convertibles, Prime Brokerage, Cash and Systematic Market Making divisions across US, Europe and Asia Pacific. Risk Management framework primarily comprises of measuring and monitoring market risk using sensitivity (Greeks), VaR & Scenarios (stress testing). - The role of a risk analyst to ensure accurate capture of sensitivity, VaR and scenarios numbers are reflected in the risk reports and senior management understands which trading positions are the drivers of risk numbers and periodic changes in these numbers. - This is supplemented by detailed analysis at region, trading desk, product and trade level to develop a deep understanding of products & sensitivities to enable the bank to better understand and manage risk. - Candidate is required to have a strong knowledge of equities products & valuation models (including structured derivatives) desk and business strategy (what are the primary trades and hedges, source of PnL), the IT infrastructure & flow of data (from pricing models to reporting infrastructure & databases), macro-economic drivers of risk, etc. - Through the role you will develop subject matter expertise in Equities products, especially the behavior of various Greeks and proactively engage various stakeholders in identifying the issues relating to market data & systems as well as help in developing and enhancing risk reports. - You will also develop an understanding of market risk management process, systems and associated roles in investment banks.
Company Profile:
Leading Investment Bank
Additional mail id:
Contact Details:
Company:sigmasix consulting services
Contact Person:sanvi
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