Deputy Manager- Risk Management (Software Developer/ programmer in Python and VBA) , Mumbai
Talent Leads Consultants
- Mumbai, Maharashtra
- Permanent
- Full-time
2. Proficiency in using Excel (including VBA), Python at advanced level is a prerequisite.
Knowledge of R will be an advantage.
3. Post-graduate degree in Management (finance specialization) / working in capital markets domain.
4. Certifications like FRM / CFA will be an advantage.
5. Minimum 5 years job experience.Skill, Knowledge & Trainings:1. Work Experience in software development post B. Tech /B.E degree.
2. Proficiency in programming (Python and VBA are a must, R or MATLAB will be an added advantage)
3. Knowledge of Capital market, risk management fundamentals, derivatives pricing (e.g., options, swaps)
4. Knowledge of Valuation models for fixed income and foreign currency products
5. Knowledge of Statistics, data collection, analysis, interpretation and data presentation
6. Ability to create test cases for System testing
7. Work on optimization algorithms will be an advantage
8. Ability to work independently on short term projects around analysis and research
9. Ability to coordinate with multiple stakeholders, members, IT vendors and internal teams
for facilitation of projectsAREA OF WORK KEY RESPONSIBILITYDevelopment and enhancements of models to be used for valuation and margining in various segmentsDesign, implement, and validate risk models and apply statistical techniques for managing market and operational risk.Software Development and Testinga) 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 Pythond) Automation using Python and integration with existing systemse) Developing and maintaining Excel/VBA and macros for quick prototyping and integrate with Python-based backends.