Role Overview:  The team in Mumbai is part of the global Credit Risk Analytics IB team. The primary role of the global team is to measure and verify counterparty credit risk for the investment bank. The sub-team - Credit Risk VaR Methodology- within Global Trade Analysis team concentrates on improving the models, controls and inputs used by Insight. The objective of the role is to work closely with the colleagues in Credit Risk VaR Methodology (London) to support their deliverables.  KRA:  1. Work alongside the Credit Risk VaR Methodology team to improve the Insight calculation of Counterparty Exposure (PE & EPE).  2. Collaborate with RPCM and IT and Feeds teams in implementing methodology changes and data upgrades.  3. Maintain and enhance the control mechanisms for checking sensitivities/routing trades appropriately, including ad hoc investigation of risks required for non-vanilla trade types.  4. Assist with analysis and closure of model validation tasks and caveats for models for which the team is responsible (RepoVaR, collateralized EPE, DLE, CCP etc)  5. Other bespoke requests regarding exposure analysis for several audit or regulatory reports.  Qualification and Skill sets:  1. Good MS Access skills   2. Good VBA & SQL knowledge   3. Should have experience with at least one of the following   a. OTC Derivatives (At least one asset class), Secured Financing Transactions   b. Pricing models   c. Computation of risk metrics (e.g VaR, EPE, PFE, Greeks)  d. Market Risk (or Counterparty) historic VaR calculations  4. MBA / Analytical / Numerical degree  5. Knowledge of risk mitigation practices and experience with Basel II/III initiatives would be considered advantageous.  6. Being responsible for deliverables.  7. Good Communication skills.   8. Highly Detail Oriented.  9. Team and/or project management

Mumbai

AVP - Credit Risk Analyst - Investment Bank 

AVP - Credit Risk Analyst - Investment Bank  ,Job Description for AVP - Credit Risk Analyst - Investment Bank  in Antal International Network in  Mumbai for (4-8) years of experience. Apply Now!

Job Description for AVP - Credit Risk Analyst - Investment Bank  in Antal International Network in  Mumbai for (4-8) years of experience. Apply Now!