Our client is a leading captive unit based in the heart of Mumbai. They are looking out for MBA's from Tier one institutes only, with experience of about 6 months to 2 years for the following profile.
Role : Risk Management
Level : Associate / Sr. Associate
Line of Business : Institutional securities
Specifications:
-This would be based in the global Risk Management team of the company.
- Currently the India (Mumbai) team works closely with the global team of risk managers in New York , London and Hong Kong .
- The Risk Management team performs the financial risk assessment and lending decisions associated with the company's hedgefund clients.
Job profile entails:
1. Analyze client portfolios every day through appropriate risk analytics based on the trading strategy of the fund. Create appropriate measures/reports that summarize the risk profile.
2. Create, store, track and analyze reports on changes in risk measures to check for compliance as well as increasing risk to our lending businesses. Intelligent build up of scenario analysis based on changing global risk trends would be required.
3. For the new hedge fund portfolios, assess the risk profile across asset classes to set the lending/margin policies. A background in finance (or other analytical domain) will greatly help in this regards.
4. Familiarity with the various equity and fixed income instruments (including convertible bonds and vanilla options) and how they behave under various market conditions would be required.
5. Some exposure to convertible bond and option pricing models will be helpful but not necessary. Knowledge of statistics and comfort in working with data will be highly helpful.
MBA/finance degree from Tier 1 Institutes only. - with an analytical frame of mind. -Strong database and spreadsheet skills would also be required. -Programming ability will be a plus.
Those interested can send their profiles to dhanya.a@vitasta.com or can reach us on 022-25476846 / 7 / 9
