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Tier-1 bank plus mid-level market-risk role in Mumbai increases applicant competition and visibility.
Role requires specialized market-risk, derivatives knowledge and bank production controls, limiting transferability across industries.
Explicit 5–8 years, mandatory market-risk experience, Python and data sourcing skills enforce strict shortlisting.
Perform impact analysis for VaR/SVaR across multiple methodologies and ensure timely, accurate market data releases within SLAs for risk calculations.
Manage data quality checks on end-of-day market data/time series to support risk metrics such as VaR, Economic Capital, and FRTB.
Collaborate with risk managers, front office quants, and IT teams to address data challenges, implement new market risk models and regulations, and support proxy decision making and stressed period selection.
5 to 8 years experience in investment banking or Market Risk in controlled production environments.
Programming skills in Python are mandatory.
Good knowledge of financial instruments and pricing of vanilla derivatives across asset classes.
Work Experience Required: 5 to 8 years in relevant domain.
Experience working in a strong control culture with hands-on production risk data management and change implementation.
Ability to connect macroeconomic events to market data impacts across global asset classes.
Proven collaboration skills coordinating with risk managers, IT, and quant teams for process enhancements and new regulatory requirements implementation.