Analyst - Risk Information Services (Job ID : MRA2015021)

Applications are invited for the positions of "Analyst - Risk Information Services" in a leading IT Service Company. The positions will be part of the Risk Information Services (RIS) - Market Risk which delivers global, multi-asset class solutions for the production, control and validation of various internal model risk measures (DVaR, SVaR, IRC and APR). RIS plays a key role in the management and maintenance of processes that feed into all Market Risk Capital measures. The department works closely with a variety of stakeholders including front-line desk risk management.
Click here to Apply

    Key Responsibilities :
  • To take responsibility for qualitative and timely production of Risk numbers (the DVaR, SVaR, IRC and APR production and reporting activities) cross asset class or for specific asset classes
  • Overall responsibility for the quality of market data its impact on exposures, ensuring that problems are overcome by means of effective dialogue with internal and external team members
  • As historical time series are a key component of all of our risk simulation methodologies, having the necessary skills to ensure that the data used within our risk engines are correct
  • To monitor the risk calculation break downs due to insufficient or poor quality market data – monitoring trades that fail to risk using the ideal process
  • During times of stress, assist colleagues from the differing asset class groups with tasks that may differ from their immediate role
  • To work effectively within the team, contributing to the ad hoc demands without loss of service for business as usual processes
  • Providing line management responsibilities to a team of analysts depending on experience and ability
  • Producing timely and adequate management information statistics outlining effort, successes, road blocks and failures
  • Ensure that all activities are in adherence to existing policies and risk governance practices

  • Expectations :
  • Highly motivated, energetic individual with a strong process engineering and quality control focus
  • Comfortable liaising with the department’s wide range of business partners that span globally
  • Strong problem solving skills and attention to detail
  • Team player and lead - willing to take on incremental responsibilities
  • Ability to cope with change and very tight deadlines
  • Ability to deal with senior stake holders across different time zones
  • Flexible/willingness-to-stretch in terms of work timings given the global responsibility
  • Deep knowledge of VaR, sensitivity-computation methodologies
  • Proficient in the use of IT Systems
  • Proficient in programming languages - VBA, SQL

  • Preferred Qualification / Skill Set :
  • Experience in a top tier institution exposed to Market Risk, delivery of projects, and/or Product
  • Masters Degree in a quantitative discipline will be preferred ( Financial Engineering, Financial-Math)
  • Expertise with Excel /VBA skills / SQL
  • Financial Markets experience, Systems Exposure
  • Knowledge of the Market Risk
  • Risk simulation experience
  • Risk system experience
  • An individual with Product Control, Business and Market Risk experience
  • Comfortable in communicating with Risk Managers and IT and be willing to question existing processes in a tactful manner. Previous Systems exposure
  • High quality degree with some quantitative subjects

Placement Program

IIQF provides placement assistance to all students who successfully complete its courses. We have an active placement program in place to provide job opportunities to our students in relevant areas. IIQF has been engaged by some of the top Wall Street Investment Banks for recruitment of personnel for their Quant teams. We receive enquiries from investment banks, investment analytics firms, hedge funds, broking houses, financial software companies and other financial institutions for placement of our students in their Quant teams.

Current Requirements

Our Industry Partners & Clients

X
Need Help?

NEED HELP?

You can call us on +91-89769 93621 or email us your contact details if you would like a call back

(This service is normally available between 9.00 AM and 9.00 PM all the day. At all other times, please submit an email request.)