Company - Leading Investment Bank
Exp - Upto 4 years
Roles & Responsibilities:
- Analyze biggest daily exposure and resulting impact on capital allocation.
- Report risk drivers that are causing these changes and identify any data issues
- Raise data issues with controls team and follow up for resolution
- Analyze portfolios to identify risk drivers on bespoke requests.
- 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)
Additional duties and responsibilities:
- Will need to take ownership of any task and see it through.
- Be a thinker and take proactive steps to improve process continually in order to take it to the next level.
- Should be comfortable working under strict timelines.
- 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.
- Being responsible for deliverables.
- Good Communication skills.
- Highly Detail Oriented.
Please share your CV's on firstname.lastname@example.org