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Create an email notificationCounterparty Credit Risk Quant - Investment Bank (2-4 yrs) Opportunity in Leading Investment Bank Model Validation Quant Responsibilities Include : - Maintenance and enhancement of model validation and model risk framework - Development and execution of risk monitoring methodologies (VaR, Required Skills : - Quantitative ability and knowledge necessary for detailed analysis of derivative risk - Strong verbal and ...
Role & Responsibilities of the position in brief: - Prepare / Develop periodic reports for analysing and monitoring P&L and various risk metrics (eg. VaR, SVaR, Economic Capital, Risk Sensitivities etc) for the desk and provide insightful commentaries around major P&L and risk profile changes to senior RMs on a regular basis - Perform analysis around higher order risks (Cross Gamma) and stress testing ...
Managing service centre based on standard operation procedures Channel specialisation both region/centre wise and their respective objectives should be met Team Handling & Building Interest rates Refund Process Dividend Warrant Interest Warrant Candidate should have atleast 5yrs of experience in banking operation or investment operation Age should be lessthan 38yrs Place of Posting: Navi Mumbai
a comprehensive and independent view of market and credit risks to Senior Management. Job Title : Financial Engineer (Team Head) Functional Title : Vice President Division : Risk Methodology Location : Mumbai Number of direct reports : Initially 4 - The primary objective of RM is to provide industry-leading
- Be expected to lead and manage independent validation reviews across a wide range of core Risk Capital or other business-impactful models used throughout the bank. Meeting business needs and regulatory expectations with responsibility for investigating key aspects of each model under review ...
- Be expected to lead and manage independent validation reviews across a wide range of core Risk Capital or other business-impactful models used throughout the bank. Meeting business needs and regulatory expectations with responsibility for investigating key aspects of each model under review: Desirable: - Experience in data management and analysis or in Front Office IT would be an advantage. - Good ...
Strong experience/knowledge in at least some of the following areas (in quant space): - Counterparty Credit Risk - Pricing and valuation - Derivatives (across one or more asset classes) - Computation of Risk Metrics (e.g. VaR, EPE, PFE, RWA, Greeks) - Credit Portfolio Modelling - Default and Migration Risk - Risk Scenarios and Stress Testing - Regulatory framework and rules (e.g. BASEL, CCAR etc.) - AIRB - LGD, PD and CCF Modelling ...
Role Description : Market Risk - Vice President Background : - The candidate will have to monitor, understand and analyze the market risk and to support the SRM cluster manager and the GMP/EMG team. - Control the risk taking and participate in the definition of a limit framework. - Advise and drive delivery of tools/methodologies like VaR/ERC/IRC, sensitivity analysis, scenarios. - The candidate will work on ad hoc ...
Job Designation: Investment Analyst Job Location: Mumbai(Andheri) Experience: Atleast one year of relevant experience Job Requirement: Candidates must be fresh CA’s from ICAI having completed not more than 1 year of post qualification experience Prefer female candidates Desired profile
Achieve Volumes/Revenue targets for Investment products through self sourcing and the RM team Knowledge provider for investment products Ensure sales and compliance standards are adhered to in financial planning/asset allocation/product sales etc Support in all marketing and acquisition
This is an individual contributor role, i.e. there wouldn't be a team reporting into the person. The person would be responsible to source new HNI Customers as well as managing their portfolio.Relationship Value of each customer must be 25 L ...
Candidates must be fresh CA’s from ICAI having completed not more than 1 year of post qualification experience Prefer female candidates
This is an individual contributor role, i.e. there wouldn't be a team reporting into the person. The person would be responsible to source new HNI Customers as well as managing their portfolio.Relationship Value of each customer must be 25 L ...
We are looking for candidates with 1 to 5 years of experience in Market Risk, VaR, Stressed VaR, RNIV (Risk not in VaR), Stress Scenarios, Stress Testing, Back Testing. Overview of a Function: Market Risk Management works to identify, monitor and control the firm's exposure to risk, analyze stress test results, and provide analysis on new products and businesses. Market Risk managers liaise with the risk ...
Exp:2 to 5 years Qualification: Any degree Work Location: Mahape Job Role: Handling Fresh investments, refund, renewal, Foreclosures of Fixed Deposits and issuance of duplicate receipt. Scrutinizing and verifying of Documents for above mentioned activities KYC Documents verification and data
5.Providing Feedback to the Team Leaders About Product and Process and Contribute to the Improvement 6. Improve Efficiency as per Interactions and Feedback Received 10. Updating Product and Processes in Data bank 11.Dealing with Banking schemes. 12.Pitching for banking products to the customers 13..Achieving
-Managerial Responsibilities : Answer queries raised by senior management on Investments -Functional Responsibilities : Manage mid office operations (limit monitoring) Cash flow management Trade reporting and settlement
of time bound periodic deliverables like PPT’s etc. 7. Support the investment team in preparing weekly interaction reports. 8. Support the investment team in preparing monthly reports 9. Prepare and maintain all MIS data and reports related to the investment function. 10. Support in maintaining and updating
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