Deputy Manager - Risk Management

Description : Risk Management

Required Qualification :

- Bachelors in Engineering Discipline with courses in programming taken as part of the curriculum.

- Proficiency in using Excel (including VBA), Python at advanced level is a prerequisite.
Knowledge of R will be an advantage.

- Post-graduate degree in Management (finance specialization) / working in capital markets domain.

- Certifications like FRM / CFA will be an advantage.

- Minimum 5 years job experience.

Skill, Knowledge & Trainings :

- Work Experience in software development post B. Tech /B.E degree.

- Proficiency in programming (Python and VBA are a must, R or MATLAB will be an added advantage)

- Knowledge of Capital market, risk management fundamentals, derivatives pricing (e.g., options, swaps)

- Knowledge of Valuation models for fixed income and foreign currency products

- Knowledge of Statistics, data collection, analysis, interpretation and data presentation

- Ability to create test cases for System testing

- Work on optimization algorithms will be an advantage

- Ability to work independently on short term projects around analysis and research

- Ability to coordinate with multiple stakeholders, members, IT vendors and internal teams for facilitation of projects

AREA OF WORK KEY RESPONSIBILITY :

- Development and enhancements of models to be used for valuation and margining in various segments

- Design, implement, and validate risk models and apply statistical techniques for managing market and operational risk.

- Software Development and 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.

c) Writing and maintaining production- ready code in Python

d) Automation using Python and integration with existing systems

e) Developing and maintaining Excel/VBA and macros for quick prototyping and integrate with Python-

based backends.