Company: Leading Investment Bank
Location: Mumbai
Education: MBA / CA .
Exp:3 - 6 years
Job Responsibility:
- Validation of Counterparty Exposure and Capital numbers
- Understand and provide factor contributing for top movements in Counterparty Exposure and Capital numbers
- Understand the trade booking and collateral treatment / operations
- Explain variances in Counterparty Exposure and Capital numbers
- Support credit risk managers in understanding exposure and capital impact in derivatives transactions
- Testing and explaining impact of Back testing, Stress Testing
- Provide sign-off for counterparty Exposure and Capital numbers
- Participate in projects that enable improvement to exposure models
- Publishing MI Reports at required frequency
Required Skill Sets:
- Knowledge of Derivatives, Monte Carlo Simulation, Counterparty exposure concepts, Regulatory regime.
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