Market Risk Analyst

Crisil; Mumbai; On-site; INR 2,000,000 - 4,000,000; Full time

Job summary

Crisil is seeking a risk specialist to develop and maintain market risk models for informed decision making. You will build stress testing frameworks and work closely with desk teams to identify, assess, and mitigate market risks.

Regular data reviews will help spot trends and drive improvements in risk management, while you will provide insights on portfolio optimization to minimize potential losses. 3-7 years in financial services with a focus on market risk is expected.

Qualifications

• 3-7 years of experience in financial services industry with a focus on market risk analysis.
• Strong understanding of market risk concepts, including interest rates, FX rates, commodities, equities.
• Proficiency in developing complex mathematical models using programming languages such as Python or R.

Responsibilities

• Develop and maintain market risk models, including stress testing frameworks, to support business decisions.
• Collaborate with trading desks to identify, assess, and mitigate potential market risks.
• Conduct regular reviews of market data to monitor trends and identify areas for improvement in risk management processes.
• Provide insights and recommendations on portfolio optimization strategies to minimize losses.

Skills

Market risk analysis

Stress testing

Data review

Tools

Python

R

Job description

Roles and Responsibilities :

• Develop and maintain market risk models, including stress testing frameworks, to support business decisions.


• Collaborate with trading desks to identify, assess, and mitigate potential market risks.


• Conduct regular reviews of market data to monitor trends and identify areas for improvement in risk management processes.


• Provide insights and recommendations on portfolio optimization strategies to minimize losses.

Job Requirements :

• 3-7 years of experience in financial services industry with a focus on market risk analysis.


• Strong understanding of market risk concepts, including interest rates, foreign exchange rates, commodities, equities etc. .


• Proficiency in developing complex mathematical models using programming languages such as Python or R.