Associate - Market Risk & Credit Risk - BFS

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.