Associate - BRM - Derivatives Pricing - BFSI

Associate - BRM

Responsibilities :

- Investigating and analyzing IM breaks between counterparts which are caused by model differences or risk sensitivities differences or other non-trivial issues.

- Pro-actively engaging with counter-parties to understand and confirm root causes of the differences in order to resolve them.

- Liaising with various others teams, for e.g. Quants, BRM management, etc. as and when required.

- Monitoring the effectiveness of the SIMM for future development of the model, in conjunction with Quants.

- Participating in various project related working groups and driving the requirements from GM & BRM perspective.

- Working with global BRM team in meeting its other objectives related to Bilateral IM project, for e.g. sourcing of the collaterals etc. or related to any other projects.

Skill : 3 - 5 years of experience in derivatives pricing only.