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Team Lead at IKYA Human Capital Solutions Pvt. Ltd.
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CRMO - Exposure Analysis (2-8 yrs)
Roles & Responsibilities:
- Validation of Counterparty Exposure and Capital numbers like - Potential exposure (PE), Effective Expected Positive Exposure (EEPE), NCAT and Risk Weighted Asset (RWA)
- Understand and provide factor contributing for top movements in Counterparty Exposure and Capital numbers by working with Credit Analytics, Finance, Credit Risk and IT teams
- Understand the trade booking and collateral treatment / operations by working with Front Office and Operations teams to understand the impact on exposure and Capital numbers
- Work closely with PE development teams in understanding exposure calculations model and systems to explain variances in Counterparty Exposure and Capital numbers
- Support credit risk managers in understanding exposure and capital impact in derivatives transactions
Qualification, Experience & Skills:
- Knowledge of Derivatives, Monte carlo Simulation, Counterparty exposure concepts, Regulatory regime.
- MBA / CA
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