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Tier-1 bank, Mumbai metro, and mid-level role increase competition despite niche market-risk specialization.
Market-risk banking expertise and FRTB/VaR domain knowledge transfer poorly outside financial institutions.
Explicit 5+ years, mandatory market-risk experience and Python/Tableau skills create strict shortlisting filters.
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Provide official market risk metrics and core analysis for the Rates asset class within Market Risk Analysis and Control (MRAC).
Validate risk measures like historical simulation VaR, FRTB, and Backtesting and maintain appropriate controls.
Develop automated reporting and risk analysis tools using Python and Tableau for senior management and stakeholders.
University degree in Economics, Mathematics, or other quantitative subject.
5+ years of experience in Market Risk or related areas like Trading, Product Control, IPV in Financial Markets/Investment Banking.
Proficiency in Python, VBA, Tableau, and MS Office tools is essential.
Work Location: Mumbai, India. Notice period: Not explicitly mentioned in the JD.
Experienced in independent, technical market risk measurement and validation for Rates asset class within a global financial institution.
Strong hands-on coding skills, especially Python, with ability to develop automated analytics and reporting tools.
Able to deliver high-quality, senior management-level risk analysis and proposals under tight deadlines in an international and dynamic environment.