VP - Senior Business Analyst - Market Risk - Bank (12-22 yrs)

3 weeks ago


BangaloreHyderabadKolkata, India iimjobs Full time
A Foreign Multinational Bank is seeking for Senior Business Analyst Role in Market Risk

Grade - VP

Experience :
minimum 12 yrs relevant exp.

Should have experience in below mentioned pointers

  • Risk measures like VaR (Value at Risk), SVaR (Stressed VaR), IRC (Incremental Risk Charge), CVA (Credit Valuation adjustment), etc.
  • Different VaR methodologies
  • Broad knowledge of asset classes and risk factors
  • Regulatory programs like FRTB, IBOR, etc.
  • Front-to-back Operating model, front-to-back Risk architecture set-up
  • Senior stakeholder management, strong communication skills
  • Project / program delivery, strong business analysis
  • Industry certifications (CFA, FRM, PRM)
  • Experience of working with software delivery


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