Location: Mumbai  - Experience in Working in Treasury and Product control departments where in day today responsibilities involved mark to market of trading book portfolios in asset classes like Collateral, Equities(preferred), Option,SWAP, Fixed Income Derivatives,Bonds etc  - Devising risk and pricing methodology for structured derivatives trades primarily for Interest Rate,Credit, FX and Equities desks  - Advising the Sales and Trading desks for the potential market and counterparty risk on their books  - Preparation of CCAR, ICAAP, FINMA regulatory reports used in calculation of Stressed RWA/Expected Losses for the bank and interacting with the stakeholders for discussion  - Investigated the material risk factors in bank's portfolio and backtested risk factors using statistical models  - Performed Scenario Analysis, Stress testing & Sensitivity Analysis on the credit exposure of the portfolios  - Was awarded for the best performer in Credit Scenario & Stress testing team  - Lead 4 member team performing Independent Price Verification using risk based/ full reval approach  - Develop valuation methodology to calculate Prudential Valuation & exit charge (reserves)  - Design CVA Model Uncertainty calculation methodology by considering correlation among trades   - Develop methodology for pricing illiquid products  - Price testing of bank's CVA/FVA/DVA estimates and their hedges (credit hedges, interest rate & FX hedges)  - Discussion with FD- s, traders & methodology team for variances and booking of reserves  - Performed Scenario Analysis, Stress testing & Sensitivity Analysis on the credit exposure of the portfolios perspective  - Prior experience in Product control wherein day to day responsibilities involved P&L attribution and highlighting major drivers of P&L for trading book and highlighting the same to risk management and senior stakeholders  - Working on valuation of different treasury products  - Monitoring and assessing the risk in different books  - Looking into FX requirement and managing FX sell downs with dealer brokers  - MTM of futures and checking Margin requirements  Preferred Skills:- R, SQL, VBA,   Qualification: B.E/B.Tech (Tier1/Tier2)

Mumbai

Analyst - Global Markets - Investment Banking 

Job Description for Analyst - Global Markets - Investment Banking  in Elements HR Services in  Mumbai for (1-4) years of experience. Apply Now!