A leading Global Investment Bank is seeking for a AVP  Job Location: Mumbai  Key Competencies:  - Good MS Access skills.   - Good VBA & SQL knowledge .  Should have experience with at least one of the following :  - OTC Derivatives (At least one asset class), Secured Financing Transactions  - Pricing models.  - Computation of risk metrics (e.g VaR, EPE, PFE, Greeks).  - MBA/Analytical/Numerical degree.  - Should have knowledge of basic programming, algorithm.   - Knowledge of risk mitigation practices and experience with Basel II/III initiatives would be considered advantageous.  - Good Communication skills.   Responsibilities:   - The team in Mumbai will be part of the global Credit Risk Analytics IB team.   - The primary role of the team is to measure and verify counterparty credit risk for the investment bank.  - The objective of the role is to work closely with the colleagues in London and to provide top class level of service to internal clients. The end result should be to positively impact their capacity to deliver further.  - Collaborate with London counterparts in rolling out enhancements/methodology changes in credit scenarios stress testing framework.  - Analyze the stress testing and scenario analysis reports and validate the scenario impacts.   - Prepare regulatory stress testing submissions.  - Report risk drivers that are causing these changes and identify any data issues.  - Create new scenarios and maintain the scenario definitions as required.  - Raise data issues with controls team and follow up for resolution .  - Running and maintaining all tactical tools (in MS Access and MS Excel) for exposure measurement used globally.  These tools are in place to:  a) calculate counterparty exposures for particular product types  b) update parameters that are used in counterparty exposure calculations   c) assess model performance (back testing)

Mumbai

AVP - Risk Analyst - Investment Bank 

AVP - Risk Analyst - Investment Bank  ,Job Description for AVP - Risk Analyst - Investment Bank  in Hcapital in  Mumbai for (5-10) years of experience. Apply Now!

Job Description for AVP - Risk Analyst - Investment Bank  in Hcapital in  Mumbai for (5-10) years of experience. Apply Now!