Market Risk with Liquidity ALM (Associate)

Job Description:

• Masters degree in finance Economics Mathematics Statistics Financial Engineering or a related quantitative field ensuring a strong foundation in complex financial modeling

• Understanding of market risk concepts and regulations particularly Fair Valuation VaR Sensitivities Collateral Risk Management Hedge Effectiveness & Hedge Accounting

• Understanding of Spot and Derivative markets operations for equities interest rate commodities and foreign exchange products and valuation of the OTC and structured products

• Understanding of Financial Modelling Asset & Liability Management (ALM) and Transfer Pricing

Employment Type : Full Time
Experience: years
Vacancy: 1