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Tier-1 bank, mid-level (5–8y), metro location, and general market-risk demand increase competition.
Highly industry-specific market-risk skills reduce cross-industry transferability.
Mandatory 5–8 years market-risk experience, Python, VaR/FRTB domain knowledge and control-environment experience.
Manage and ensure accuracy of market data for risk calculations including VaR, SVaR, FRTB, and Economic capital within defined SLAs.
Perform impact analysis of time-series data changes on group-level risk metrics and coordinate with stakeholders for issue resolution.
Lead change management and implementation of new market risk models, data requirements, and regulatory adherence involving coordination with Risk-IT, Quants, and Methodology teams.
5 to 8 years experience in investment banking Market Risk within controlled production environments.
Strong knowledge of financial instruments and vanilla derivatives pricing across asset classes.
Proficient programming skills in Python are mandatory.
Location: Mumbai, India. Education: Engineering or bachelor's degree in finance from accredited university. Cert in Financial Risk Management is plus.
Experienced in production activities with strong control culture in financial risk management environment.
Demonstrated ability to manage complex data quality and market risk model change processes involving cross-functional teams.
Solid understanding of global markets and ability to connect macroeconomic events with market data impacts.