Market Risk Analyst
Market Risk Analyst:
- We are looking for an experienced Market Risk Analyst
- Profile is required to join on immediate.
Job Description & Key Responsibilities:
- Good and sound understanding of the Equity Markets and Market Risk Management
- Good attention to detail and strong analytical background as the role forms part of the model approval process, where sign off of new models and the enhancement of existing models will be required
- Knowledge of VaR (Monte Carlo), its applications and limitations, as well as IVAST and Stress VaR
- Personable, a good communicator and work well under pressure
- Daily interaction with traders, regulators, financial and other control groups is necessary, and sometimes under tight time constraints
- Stress testing knowledge beneficial
Technology Required: SAS EG, SAS DI, SAS VIYA
Required Experience: 3.5 to 5 Years
Salary: As per industry standard
