Roles and Responsibilities :
- Develop and maintain market risk models to analyze potential losses due to changes in interest rates, foreign exchange rates, commodity prices, and other market factors.
- Collaborate with traders, portfolio managers, and other stakeholders to identify, assess, and mitigate investment risks associated with various assets.
- Conduct regular reviews of the bank's portfolio performance using VAR (Value at Risk) calculations to ensure compliance with regulatory requirements.
- Provide insights on market trends and potential risks through regular reporting to senior management.
Job Requirements :
- 1-3 years of experience in market risk analysis or a related field such as finance or economics.
- Robust understanding of investment risk management principles including portfolio risk modeling techniques.
- Proficiency in developing complex mathematical models using programming languages like Python or R.
📌 Investment Risk Management (Pune)
🏢 Crisil
📍 Pune