India / Delhi Classifieds / Jobs / Sales and Marketing

Warning: Avoid Scams and Fraud. Unless you are sure about the other party do not get involved in financial transactions
Hiring for Market Data - Analytics Analyst in Mumbai, for Exp. 2 - 5 yrs at DBOI Global Services Pvt (Job in Mumbai)

Reply to: (Not Shown)
(Please mention IndiaDynamics.com when contacting)
Job Description:The specific role comprises the following responsibilities: Applying experience and subject matter expertise to perform RTB tasks such as VaR/SVaR impact analysis for both Monte-carlo and Hist Sim methodology, continuous improvement of processes and coordination of changes in market data Take part actively in weekly Scenario Set generation for VaR/SVaR/Economic capital calculation and ensure Scenario sets are released within the cut-off time Analyzing the impacts of time-series changes on group level VaR/SVaR and ability to communicate/coordinate effectively to wider audiences. Liaising with Market risk managers, FO quant, Change teams and Methodology to perform deep dives on data challenges in new market risk models/methodology changes/RNIV and implementation of new regulations such as FRTB and IHC examination Actively take apart in proxy decision making and come up with appropriate proxy choices for a time-series. Perform Stressed-period-selection and analyze results for accuracy and reliability Actively represent in Asset class specific working groups with Risk Managers and Methodology team and bring solution of different time-series related issues to the table Help specify requirements and test functionality for new feed set up, processes and ability to coordinate with Risk-IT for seamless implementation of new data requirements and process enhancements Requirements A strong and relevant background working in an international Bank or comparable experience Depth knowledge of VaR methodologies monte-carlo and historical simulation Thorough product knowledge of derivatives and pricing in at least one asset class Equity, Credit, Rates, FX, Commodities. Market risk, Middle office, Valuations or Product control background with relevant subject matter expertise in one of the three disciplines MFE/MBA in Finance or relevant experience with Engineering, finance or quantitative/statistics background Good understanding of statistical distributions Excellent Communication skills and attention to detail Strong analytical, problem solving and critical thinking skills Advanced Excel and VBA skills A track record of working in a CTB (Projects) and RTB (Production) environment simultaneously Knowledge of languages such as R, Python, SQL preferred Certification such as FRM or CFA or CQF is preferred


tags: 9 To apply for this job Click here http://spanjobs.com/india/jobs/82876109 »



Posted on: Saturday, 20 May, 2017  08:45
Expires On: Saturday, 19 September, 2020  18:30

Your most reliable resource for Jobs, Cars, plots, ads, Houses, Flats, Builders, Delhi Real Estate, Services...

India Classifieds - The Number 1 Delhi Classified Ads Portal for Delhi Sales and Marketing Jobs