Associate - Global Markets - Business Resource Management - BFSI

Investigating and analysing IM breaks between company and counterparts which are caused by model differences or risk sensitivities differences or other non-trivial issues.

Pro-actively engaging with counterparties to understand and confirm root causes of the differences in order to resolve them.

Liaising with various others teams, for e.g. Quants, BRM management, etc. as and when required.

Monitoring the effectiveness of the SIMM for future development of the model, in conjunction with Quants.

Participating in various project related working groups and driving the requirements from GM & BRM perspective.

Working with global BRM team in meeting its other objectives related to Bilateral IM project, for e.g. sourcing of the collaterals etc. or related to any other projects.

Key Skills:

Mandatory:

Strong analytical skills

Basic understanding of numerical techniques and models used in derivative pricing

3-5 years of experience in role dealing with market risks or credit risks or derivative valuation

Excellent oral and written communication skills

A good team player and having a - self-start- approach to learning and solving problems

Strong excel skills

Desired:

Good understanding of company FO systems used in derivative pricing (Totoro, Venom, Viper etc)

Knowledge of Bloomberg