Consultant at Peoplenomic
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Associate - Market Risk & Credit Risk - BFS (2-7 yrs)
Primary Responsibility : Market Risk & Credit Risk
- Risk computations (VaR, PV01, etc) of fixed income, forex and equity portfolios on a daily basis.
- Generating MIS reports of risk computations on daily basis
- Risk reporting to regulatory authorities at periodic intervals
- Scenario analysis/simulations of risk figures under various constraints on an ad hoc basis
- Analyzing companies based on P&L, Balance Sheet and market information and determining its financial strength to assign credit limits.
- Interacting with rating agencies for better understanding of the companies
- Writing detailed credit reports
Candidate Profile :
- MBA/CFA/FRM/CA with up to 7 years of experience in Fx risk management
- Good understanding of Fx products and Fx risk management concepts including valuation
- Proficiency in MS Office especially Excel
- Ability to understand and interpret P&L and Balance Sheet figures for evaluating credit strength of companies.
Additional skills preferred :
- Working knowledge of Murex (treasury system)
- Knowledge of VBA/Macros or programming skills
Behavioural skills :
- Should be a team player with good interpersonal skills.
- Should display ownership and accountability for tasks performed.
- Should exhibit a keen eye for detail and right attitude to work with set deadlines.
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