Indian Institute of Quantitative Finance
Indian Institute of Quantitative Finance
Center of Finance Excellence - Quantitative Finance and Risk Management
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Risk Manager - Cluster Role (Job ID : RM2014062)

Applications are invited for the position of "Risk Manager - Cluster Role" in a MNC Investment Bank.
Click here to apply

Key Responsibilities :
  • Main responsibilities are to ensure that all risks are captured in our risk systems, understanding the economics of the various structures the desk holds and providing a transparent view of the risk to management
  • Coupled with the risk management, also to run and understand the risk based P&L which is run within the cluster
  • Understanding the economics of complex credit structures and risk factors required to ensure complete capture of risks
  • Control the risk taking and participate in the definition of a limit framework
  • Advise and drive delivery of tools/methodologies like VaR, sensitivity analysis, scenarios
  • The candidate will prepare deep dive risk analysis and/or stressed scenarios and present findings to others within the team, traders and senior managers

    Qualifications/ competencies :
  • Quantitative/Financial Undergraduate Degree
  • Advanced system skills including Excel/Access with VBA & SQL
  • Knowledge of VaR, ERC and other risk management frameworks
  • Market Risk Experience, preferably with a Credit environment
  • Strong Analytical skills; attention to detail & accuracy
  • Good interpersonal skills

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