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Team Lead at IKYA Human Capital Solutions Pvt. Ltd.
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Associate - Market Risk - Quant - Investment Bank (3-6 yrs)
Responsibilities :
- Investigating and analysing IM breaks between 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.
Skills :
- 3-5 years of experience in role dealing with market risks or credit risks or derivative valuation.
Should have experience in :
- Derivatives Trading
- Quant Analytics
- Quant Modeling
- Price Validation
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