Senior Consultant- Market Risk

Job Locations IN-Mumbai
Requisition ID
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Travel Requirements


Relevant years of experience in banking/ finance, specializing in market risk management/ ALM.

Relevant years of experience in SAS

Around 8-to 15 years of experience in MR and SAS

The candidate should have an degree in statistics, mathematics, finance, economics, or quantitative finance and a strong programming background with professional experience developing quantitative frameworks in Python, Matlab, MS SQL, SAS or R.


The candidate must have deep understanding of financial engineering, technology and risk management practices.


Strong understanding of ALM functionalities, financial reports and ALM techniques


Ability to analyze risk factor returns, volatility and correlation structure to calibrate models to historical distributions and identify tail-risk events under various stress case scenarios.


Professional experience in developing systems and implementing methodology related to market risk quantification with strong understanding of financial products covering cash, derivatives and structured products in the fixed income, equity and alternative markets.


Professional experience of Asset Liability Management, Treasury or Finance operations; preferably with strong interest rate, liquidity risk reporting & management.


The candidate must have strong communication skills to present to senior management and investment and risk teams.

Strong analytical and relationship/team-building skill.




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