Market Risk Management, NCT
Pune - Business Bay, India
INR 2400K-2755K (estimate) Senior-level Full Time
Tasks
- Capture and communicate production issues
- Contribute to FRTB calculations and controls
- Generate risk limit reports
- Investigate limit breaches
- Manage market risk data quality
- Monitor metric production run books
- Report key performance indicators
- Support BCBS239 governance
Perks/Benefits
- Accident insurance
- Childcare assistance reimbursement
- Comprehensive hospitalization insurance
- Employee assistance program
- Flexible leave policy
- Gender neutral parental leave
- Health screening
- Industry certification sponsorship
- Term life insurance
Skills/Tech-stack
BCBS239 | Data Quality | Derivatives pricing | Excel | FRTB | Historical Simulation | Python | Risk Management | SAS | SQL | VBA
Education
Bachelor of Engineering | Bachelor of Science | Master of Science
Roles
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