Company: A leading Global Investment Bank  Location: Mumbai  Role: Risk Analyst  Level: AVP / VP  Experience: 6-10 years  Job Description:  1. Collaborate with London counterparts in rolling out enhancements/methodology changes in credit scenarios stress testing framework.  2. Analyze the stress testing and scenario analysis reports and validate the scenario impacts.   3. Prepare regulatory stress testing submissions.  4. Report risk drivers that are causing these changes and identify any data issues  5. Create new scenarios and maintain the scenario definitions as required.  6. Raise data issues with controls team and follow up for resolution   7. Running and maintaining all tactical tools (in MS Access and MS Excel) for exposure measurement used globally. These tools are in place to (1) calculate counterparty exposures for particular product types, (2) update parameters that are used in counterparty exposure calculations and (3) assess model performance (back testing)  Job Requirement:  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)  4. MBA/Analytical/Numerical degree  5. Should have knowledge of basic programming, algorithm.   6. Knowledge of risk mitigation practices and experience with Basel II/III initiatives would be considered advantageous.  7. Being responsible for deliverables.  8. Good Communication skills.   9. Highly Detail Oriented.

Mumbai

AVP/VP - Risk Analyst - Investment Bank 

AVP/VP - Risk Analyst - Investment Bank  ,Job Description for AVP/VP - Risk Analyst - Investment Bank  in hCapital Executive Search in  Mumbai for (5-12) years of experience. Apply Now!

Job Description for AVP/VP - Risk Analyst - Investment Bank  in hCapital Executive Search in  Mumbai for (5-12) years of experience. Apply Now!