Job Description :   - Valuation of FX & Derivatives products. Dissecting the trades into different risk components.   - Computation of risk & pay-off profiles for the non-linear products, impact on the overall market risk as well as counterparty's credit risk profile and able to explain the same to the stakeholders. Solving queries on valuation / risk methodology aspects for the proposed deal structures.  - Managing the counterparty credit risk on the FX & Derivatives Portfolio including Methodology implementation for new products/enhancements, Implementation of new RBI guidelines, Testing/UAT pertaining to the methodology aspects in the system.  - Implementing the Simulated PFE as well as CEM methodology for counterparty credit risk, publishing internal PFE grid, Calibration of internal PFE models, Back testing of the Models, coordinating with IT/PDG/CAD team for limit monitoring process under PFE & CEM, Interacting with the Business & Risk on CSA / Netting queries.  - Interaction with consultants & internal model validation team to get the models validated  - Managing the RBI Regulatory Reporting - DSB Return on CEM, Capital Charge for counterparty credit risk.  An Ideal Candidate should possess:  - Good understanding of counterparty risk management on FX & Derivatives  a. RBI guidelines / Basel rules  b. International best practices  - Experience in financial modeling, application of statistics and mathematics in financial /non-financial products  - Thorough understanding of the FX & Derivatives product knowledge including exotic derivatives  a. Pricing & valuation of the products  b. Understanding structure of the deals  - Ability to communicate effectively with Senior stakeholders in Risk and treasury to explain complex topics and that to a diverse range of audiences  - Risk Management certification: PRMIA, FRM, etc.  Kindly share your updated resume with following details:  1) Current Organisation -   2) Current Designation and Role -   3) Total Exp -   4) Qualification -   5) Current Salary (Also mentioned Fixed+Variable) -   6) Expected Salary -   7) Present Location -   8) Joining Time -   9) Reason for Change -   10) Experience in Market Risk -   Reshma STEPS

Mumbai

Analyst - Market Risk - BFSI 

Analyst - Market Risk - BFSI  ,Job Description for Analyst - Market Risk - BFSI  in Steps India in  Mumbai for (3-10) years of experience. Apply Now!

Job Description for Analyst - Market Risk - BFSI  in Steps India in  Mumbai for (3-10) years of experience. Apply Now!