Risk Analyst - BFSI

Job Opening As a Risk Analyst.

Position Title : Risk Analyst

Project / Process Name : MAC/RISQ Career Level (Sub Level) 8A

Shift : (in IST) 09:00 AM - 06:00 PM Work Location Bangalore

About MPC:

The MPC group supports the MARK business lines within SGCIB and is accountable and responsible for the independent production and certification of the accounting quality Profit & Loss (P&L) and Balance Sheet, on a daily basis and other product control functions.

About MPC/ MAC/RISQ. The RISQ team in MPC/MAC in India is responsible for Loan to Value (LTV) and Credit Value at Risk (CVaR)

Loan to Value (LTV) for Private banking

Lending against a portfolio of financial assets given as a guarantee pledged by Private banking clients, the ratio is determined to ensure that the bank will be able to recover its funds on the basis of the Market Value (MV) of these assets should the client default.

Asset Classes: Stocks, Bonds, Funds, Structured Products

Credit Value at Risk (CVaR) for SG CIB Asia business

CVaR is the measure which allows us to determine the cost of replacing a capital market position should the counterparty default. Measuring replacement risk means determining what is the possible value of the mark to market of the position at each possible date ranging from the trade date to the maturity date of the transaction.

Products: Forex derivatives and Equity derivatives

Key Responsibilities / Deliverables:

Primary Responsibilities:

- Loan to Value(LTV) Calculations :

- LTV calculations for Stocks, Bonds, Mutual Funds, Structured Products

- Validation of LTVs

- Credit Value at Risk (CVaR) Calculations

- CVaR calculations for exotic derivatives, Forex and Equities

Projects:

- Be an essential element and referent for all the partners for most project assigned by your manager

- Implement a better quality of collateral certification & analysis

- Optimize process

- New products and participation in transversal projects, as and when requested by management.

Product Coverage : Fixed income, Rates, FX, etc

Regional Coverage : Asia-Pacific /Paris/New York

Interactions: Describe the job roles that you interact with inside or outside the company to enable you to meet your accountabilities and the percentage of time you spend interacting with these roles.

Internal:

On a daily basis you will liaise with the RISQ /MAR, Private banking entities

Must Have Skill(s) with minimum Yrs of Experience:

- Post graduate with 2-4 years

Desired Skill(s)

- Preferably post graduate in Finance & Banking

- Minimum 2 to 3 years of experience in Derivatives.

- Knowledge of Structured products a plus.

- Good Excel skill

- Good communication and organizational skills

- Good understanding of Financial products - Stocks, Bonds, Mutual funds

- Good understanding of Options and Payoffs - Calls, Puts and Digitals

Qualification:

Post graduate in Finance & Banking

Others (if Any):

Shift: Current requirement is for 8:30AM to 5:30 PM shift but in case of any business requirement candidates should be willing to work in 5:30 AM to 2:30 PM shift/UK also.

Yashvanth
Ph : 8880344867