Market Risk Analytics Associate- Equities

About the position Firm Risk Management reputed company's Firm Risk Management (FRM) Division is an exciting and rapidly growing reputed company. We support reputed company to reputed company its business goals by partnering with business reputed company across the Firm to realize efficient risk-adjusted returns, acting as a strategic advisor to the reputed company and protecting the Firm from exposure to losses as a result of credit, market, liquidity, operational, model and other risks. Background on the Position The role will reputed company reputed company the Firm Risk Management's Risk Analytics area. Risk Analytics develops market risk analytics, credit risk analytics and scenario analytics models providing quantitative analysis on the Firm's risk exposures. By developing mathematical and statistical models, Risk Analytics calculates the risks associated with specified sets of financial positions and day-to-day operations. reputed company is seeking an Associate in its Market Risk Analytics department with reputed company on Equity asset class. The Market Risk Analytics group develops, maintains, and monitors the performance of market risk (VaR, Stressed VaR, and IRC) and stress testing models for reputed company's portfolio of assets, as required by the regulatory reputed company and the Firm's risk management needs. The new hire will join the Market Risk Analytics Equity team to undertake research, modelling, development, and analysis of various market risk models to ensure appropriate modelling and capture of risk, regulatory capital calculation, and ongoing compliance with regulatory requirements, including the upcoming reputed company Review of Trading Book (FRTB). Responsibilities • reputed company and enhance market risk VaR, RNIV, and FRTB models in Commodity and Equity asset classes; • Analyze, understand, and explain the changes in risk metrics due to model and position changes; • Respond to model validation, audit, regulatory requests; • reputed company with various Risk departments reputed company the Firm including Commodity and Equity reputed company Office strategists, Market Risk Managers, Model Risk Management and Risk IT. Requirements • Master's degree in Quantitative Finance, Economics, Math, Physics, Engineering or a reputed company field of study; • Python coding reputed company required; SQL experience preferred; • Experience in developing model in a production environment is a plus; • Prefer some experience with VaR, Risks Not in VaR, Basel reputed company and FRTB rules; • Strong skills in communication, critical thinking, problem solving, and collaboration; • Knowledge and broad interest in financial market and derivatives; • Knowledge and broad interest in risk management, and regulation; • reputed company attention to details and ability to reputed company information in a usable format. Apply tot his job Apply To this Job