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Experience: 12-20 Years | Salary: 6,50,00,00-7,50,00,00 | Opening(s): 1 | Posted Date : 2026-10-30
Hiring For Leading MNC
Designation Vice President - Market Risk
Job Description
  • Monitor and manage market risk exposure across interest rate derivatives, structured products, and exotic products.
  • Analyze and interpret daily risk sensitivities, stress testing results, and market movements to identify potential risk exposures.
  • Evaluate volatility, skew, correlation, convexity, and other complex risk factors affecting structured and exotic products.
  • Manage risk limits, review limit frameworks, investigate limit breaches, and drive timely resolution and escalation.
  • Validate and review risk metrics, including VaR, RWA, and Economic Capital, ensuring the accuracy and reliability of risk reporting
     
Desired Profile
  • Strong understanding of financial markets, fixed income products, interest rate derivatives, and structured/exotic payoffs.
  • Knowledge of option Greeks and higher-order sensitivities, including Vega Surface, Skew, Convexity, Cross-Gamma, and Correlation.
  • Experience in Market Risk Management, risk sensitivities, stress testing, VaR, RWA, and Economic Capital.
  • Understanding of derivatives pricing models, calibration, and model limitations.
  • Proficiency in Python for financial analytics and Microsoft Excel.
     
IndustryBFSI
Functional Area BFSI
Skills Market Risk Management, Interest Rate Derivatives, Rates Structured Products, Exotic Derivatives
Education Master's degree in Finance, Economics, Mathematics, Statistics, Engineering, or a related quantitative discipline; an MBA from a reputed institution is preferred.
Location Mumbai
Contact HR
Call on +91-120-358-0000
Email jobs@globalhunt.in
Reference id 117091

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