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Cafeteria

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Job Overview - Specific support to Powai team lead and Global Head in relation to Credit Risk Exposure and Capital analysis - Regulatory capital - EEPE &amp; sEEPE monitoring and investigation / analysis / resolution of exposure exceptions or incorrect movements across all entities - Understand trade bookings and types and evaluate how exposures will feed and impact into Credit Risk systems across metric - Awareness of Monte Carlo simulations applied on Product silo's across trades for both OTC and SFT - Be aware of valuation functions used in simulations across products and credit risk engine calculation logic - Liaison with Credit Risk Analytics, Data Quality teams, Legal, Front Office - Perform daily exposure analysis and validation on NCAT, Month End Reg Cap process, PE - Conduct Monthly Stress Testing batch validation and provide comments on the effects of scenario's &amp; sensitivities - Data reconciliations / Data analysis - Calculate exposures as per agreed logic with Credit Risk Analytics - Identify gaps in exposure calculations by Credit Risk engines - Participate and conduct UAT for System enhancements and releases and provide sign off - Produce daily and monthly MIs - Operate during London hours and be flexible for other regional coverage Key Objectives Critical to Success of the Rol - Be able to analyse and validate exposures across PE, EEPE, NCAT, LEQ, CE unaided - Ability to coordinate own workload to ensure timely / accurate business-as-usual deliveries - Ability to interrogate, investigate and identify gaps in exposure calculations - Ability to investigate, analyse and resolve complex trade booking and simulation issues under compressed timescales - Deliver on pressed and compressed timescales - Provide assistance to senior members of the team - Be a good team player and lead on resolving process gaps and controls - Escalate gaps and key risk indicators and be a quick learner in picking up processes - Highlight process issues or enhancements and work with team lead and provide suggestions in fixing them Shweta Das Senior Consultant Black Turtle Dir: +91 22 66848511

Bangalore

Associate - Counterparty Credit Risk/CCAR/Simulation/Pricing - Investment Bank  

Job Description for Associate - Counterparty Credit Risk/CCAR/Simulation/Pricing - Investment Bank   in Black Turtle India Pvt Ltd in  Bangalore for (3-6) years of experience. Apply Now!

Associate - Counterparty Credit Risk/CCAR/Simulation/Pricing - Investment Bank   | iimjobs.com