Associate - CRMO - Investment Bank

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.