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Tier-1 brand, metro location, mid-level finance role with broad applicant pool increases competition.
Role requires domain-specific market risk, VaR and derivatives knowledge, reducing cross-industry transferability.
Explicit 2–4 years, mandatory market/liquidity risk expertise and SQL/Python make filters strict.
Build and maintain a global risk measurement infrastructure aligned with regulatory and corporate requirements.
Monitor, analyze, and report market, liquidity risk, and leverage across global funds.
Collaborate with global teams to improve risk measurement platform efficiency and provide expert risk analysis support.
2-4 years experience in Market Risk and Liquidity Risk.
Understanding of risk models like VaR, Volatility, Tracking Error and financial instruments including derivatives pricing.
Working knowledge of at least one programming language such as SQL or Python.
Formal education: MS or B.Tech; CFA/FRM/CQF certification preferred but not mandatory.
Experience working with global risk measurement systems and cross-functional collaboration in a regulated environment.
Analytical expertise in quantitative and qualitative portfolio risk analysis with local market and product knowledge.
Comfortable operating within a second line of defense risk function responsible for model governance and regulatory compliance.