Assistant Manager - Market Risk

Assistant Manager - Market Risk

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Job Description

With a startup spirit and 90,000+ curious and courageous minds, we have the expertise to go deep with the world's biggest brands-and we have fun doing it. Now, we're calling all you rule-breakers and risk-takers who see the world differently and are bold enough to reinvent it.
Transformation happens here. Come, be a part of our exciting journey!
Are you the one we are looking for
Inviting applications for the role of AM,Market Risk!
In this role, you will analyze and report market data quality metrics for risk factors and scenario data relevant for risk calculations and improve transparency for risk management
. Provide analysis to support the calibration of models. Generate and distribute relevant regular management information (MIS) with detailed explains
. Investigate and close data validation exceptions
. Support data queries from various stakeholder teams
. Support functional enhancements to Tiger Scenario Engine and Asset Control
. Work with Global Risk Analytics team on improvements in risk factor/scenario generation
. Automate process and regular analysis including preparing ad-hoc charting of time series data to improve processes which help in reduction of operational risks
Qualifications we seek in you!
Minimum qualifications
. Relevant work experience in Market Risk domain preferably with an investment bank
. Candidate should have a good knowledge of Value at Risk models, market risk and a good understanding of financial instruments
. Prior experience in time series & VaR analysis would be preferred
. Basic to advance understanding of Asset Control would be preferred (For Internal candidates)
. Candidate should have good communication skills with a proactive approach & ability to work independently
. Candidate from reputed institutes are preferred - Tier 2 B Schools or Tier 1 engineering colleges
. Candidate should be at expertise level with MS Excel and should also have a good coding knowledge python(preferred) or any VBA as most reports, analysis are implemented in python.
Preferred qualifications
. Professional certification like FRM / CFA /CQF can be an added advantage
Genpact is an Equal Opportunity Employer and considers applicants for all positions without regard to race, color, religion or belief, sex, age, national origin, citizenship status, marital status, military/veteran status, genetic information, sexual orientation, gender identity, physical or mental disability or any other characteristic protected by applicable laws. Genpact is committed to creating a dynamic work environment that values diversity and inclusion, respect and integrity, customer focus, and innovation. For more information, visit Follow us on Twitter, Facebook, LinkedIn, and YouTube.

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