Associate - Business Analyst - Global Markets Front Office - CEM Team - Investment Bank

We are looking for candidates who is good with Pricing XVA charges for OTC derivatives under Fixed Income Business. Exp Req- 2-4 Years, along with Management of Counterparty Credit Risk and Counterparty Funding Risk

Role Purpose:

Responsible for supporting the Counterparty Exposure Management (CEM) team under Global Markets

- The individual will be running various kinds of quantitative analysis to support the desk including data intensive analysis, portfolio analysis, correlation analysis, market studies, impact analysis from regulatory changes etc.

- Assist with consolidating and interpreting data for various projects/analysis

- Use strong quantitative and analytic abilities to integrate and analyse data

- Play a pivotal role as part of the Global Core team looking at expanding in Bangalore .

Knowledge & Experience / Qualifications :

- Quantitative aptitude: Relevant working experience in quantitative modelling and basic derivatives pricing models would be desirable

- Have an understanding of the mechanics and pricing of derivatives particularly interest rate derivatives

- Strong understanding of the concepts behind modelling portfolio analysis

- Effective communication skills and the ability to work with senior management globally and act as a team player

- Ability and willingness to upgrade to various topics and develop an overall understanding of the parameters impacting derivatives pricings

- Good working knowledge of PowerPoint, Access and Excel including macros development

- Gain expertise on the regulations around Global Market activities

- Knowledge of other Global Markets products would be desirable