Manager/ Senior Manager - Market Risk (Financial Sector)

Assessments of market risk exposure across various asset classes.
Analyze financial instruments, including equities, fixed income, derivatives, and currencies, to evaluate risk profiles.
Calculate Value-at-Risk (VaR) and other risk metrics to measure and report market risk.
Prepare comprehensive risk reports and presentations for senior management and regulatory authorities.
Validate and review risk models used for market risk measurement and stress testing.
Conduct stress tests to evaluate the resilience of portfolios and trading positions under extreme market conditions.
Stay up-to-date with financial regulations related to market risk FRTB, CVA, and SIMM and ensure compliance.

Areas of Expertise & Skills:

8+ years of experience in market risk management.
Valuation, FRTB, CVA, PFE, SACCR
Knowledge of regulatory frameworks and principles of market risk management.
Knowledge of financial markets, instruments, and trading strategies.
Understanding of regulatory frameworks and market risk management principles.
Excellent communication skills and ability to convey complex information clearly.
Strong quantitative and analytical skills.

Qualifications:

Master's degree in finance, Economics, and Mathematics.
Relevant certifications such as FRM (Financial Risk Manager) or CFA (Chartered Financial Analyst) may be advantageous.

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