Overview
Description:
Location: Powai, Mumbai
Experience: 4-7 years with 4 years in Market Risk / Risk Analytics / Fixed Income / Derivatives
Were looking for a sharp, analytical professional to join our Market Risk – Rates team. This role offers exposure to global markets, risk analytics, and fixed income products in a dynamic, fast-paced environment.
What Youll Do:
– Analyze and interpret risk sensitivities, P&L attribution, and Value at Risk (VaR)
– Validate key risk metrics (VaR, RWA, Economic Capital) and prepare reports for senior management
– Monitor and manage risk limits; identify and resolve breaches
– Provide ad-hoc risk analysis, commentary, and automation support for reporting processes
– Assess macroeconomic and central bank policy impacts on rates markets
Education:
– MBA (Finance) or Masters in Engineering, Mathematics, or related quantitative discipline
Must-Have Skills:
– Strong understanding of Financial Products (especially Derivatives & Fixed Income)
– Solid grasp of risk sensitivities, VaR, and P&L attribution
– Hands-on with Excel, VBA, and Python
– Strong analytical, quantitative, and problem-solving skills
– Excellent written and verbal communication
Good to Have:
– CFA / FRM certification
– Exposure to Python for Finance