Assistant Manager / Deputy Manager Risk Management, Mumbai - 1344626

Job Description

Job Roles:
Maintenance and enhancement of risk Models (used for valuation and margining in the Forex Forwards and Derivatives Segments) based in Excel
and Access, VB, VB.net & MATLAB.
– Ensure that the models are always upto date and that at any point in time these can be used to vett / verify the outputs generated from
the main Risk Management Systems
Documentation of:
1) Valuation Process followed and
2) Steps in operating the prototypes
Software Development in the above- mentioned programming languages
a) Independently handling assignments pertaining to development of valuation, margining, back-testing and stress testing etc.
b) Meeting and interacting with other software developers and business analysts for developing Risk softwares
Software testing
a) Rigorous testing of the Risk Management software for valuation, margining, back-testing and stress testing.
b) Systematic documentation of test conditions, test cases and findings.
Development of excel based templates for the regular use by the Operations team for Daily, Monthly and Quarterly reports.
Documentation of:
1) Valuation Process followed and
2) Steps in operating the excel prototype
3) Ensure that the excel based models are always upto date and that at any point in time these can be used to vett / verify the outputs
generated from the main Risk Management Systems
Occasional analysis of data in excel or HOD
– Analysis to be done for Risk Committee. MD etc.
Desired profile:
Knowledge
The incumbent must have proficient knowledge in the following areas:
A) Fixed Income Securities and Derivatives:
– Knowledge and understanding of the basic features and characteristics of fixed income securities and the associated risks.
B) Forex Markets
– Understanding of Forex Markets
C) Other Areas:
a. Knowledge of statistics, data collection, analysis, interpretation and data presentation
b. Exceptionally high skills in Microsoft Excel. Knowledge of writing Macros in Excel

Company Description

Vanilla-Beans Consulting Pvt. Ltd. is a multi-dimensional consulting outfit. It not only… caters to the Human Resources needs of various functionaries across the spectrum, but also helps decision-makers in evolving new strategies, through new management tools. Whether it’s our corporate clients, or the thousands of job-seekers in our database, each gets appropriate space in our thoughts. We do not exist without them.   Read full description