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14/03 Rachita
Recruitment at Black Turtle

Views:2297 Applications:27 Rec. Actions:Recruiter Actions:18

Assistant Vice President - Financing Risk - Quants - IIT/BITS (4-6 yrs)

Mumbai Job Code: 675543

- Provide risk level haircuts and collateral schedules for proposed transactions for SFT trades.

- Quantify and provide IA levels for all OTC trades with hedge funds and other clients.

- Provide risk terms like leverage, triggers, step-ups etc. for structured credit transactions.

- Participating in quantitative margin methodology development, enhancement of margin models and their documentation.

- Program, test and implement of existing and new margin methodologies for new products.

- Monitor and analyse client portfolios in terms of exposure (Counterparty exposure, risk profile and margin level.)

- Manage risks for the firm's portfolio of collateralized transactions through relevant portfolio analysis and reporting.

- Automate different reports, risk management tool and other processes wherever possible to focus on risk management and create efficiency.

- Work with risk managers and other stakeholders, internal audit, model validation to address their requests for additional analysis based on specific needs as they arise.

- The individual requirements for the candidates for the roles would be strong knowledge of various derivative products across different asset class. (IRS and FX derivatives, Equities, Convertible Bonds, Repo, Futures and Options, and Fixed Income.

- Solid technical knowledge and business understanding about various risk management concepts and measures such as PFE, VaR, stress testing, and scenario analysis.

- Previous work experience in Financial Markets (Prime Brokerage, Equity Financing, Treasury or Risk management) preferred

- Comfortable in working with one of the language Python, R, Matlab

This job opening was posted long time back. It may not be active. Nor was it removed by the recruiter. Please use your discretion.

Women-friendly workplace:

Maternity and Paternity Benefits

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