Senior Manager - Risk
📍 Mumbai
💼 Experience: 5-9 Years
- The position is responsible for performing market risk analysis across asset class and working on the entire risk management framework
- Perform risk analysis of the various portfolios and generate performance attribution at a corporate level covering portfolios across markets and entities
- Prepare MIS pertaining to the portfolio analysis and other portfolio exposures.
- Preparation of reports on various KRI’s and Schemes risk frameworks.
- Perform portfolio optimization for various portfolios through the portfolio optimizer and assumptions as may be required.
- Calculate Value at Risk, Stress Test, Back Testing of the portfolios.
- To ensure the improvement in quality of the business portfolio by planning and directing all aspects of risk.