Urgently Hiring for Global Risk - Risk Methodology SFT Associate (Mumbai Powai)

Job location - Mumbai

- This team is responsible for enhancement and methodological support to accommodate new business needs and maintain regulatory compliance to 'IMM approval' from various global regulators.

- This team also provides active support to business/risk managers by carrying out pre-trade analytics on live complex structured derivatives transactions.

- At a generic level the team responsibilities include working on various regulatory requirements comprising model development and reviews, Backtesting of models, calibration, User Acceptance Testing, documentation of models, etc.

Position Specifications :

Corporate Title : Associate

Functional Title : Senior Associate

Experience : 5 to 7 years

Qualification : Masters in Quantitative discipline (B.E/B. Tech+, M. Tech, MSc)

Role & Responsibilities :

- This role will focus on the SFT side of the business from counterparty risk point of view

- Provides analysis and consultation on counterparty credit risk quantification and participate in global efforts on modelling counterparty credit risk exposure.

- Work closely with model Global development teams on implementation of models and systems.

- Work on various regulatory requirements including Back testing, Model reviews, Calibration, User Acceptance Testing, Documentation of models.

- Work on ad hoc risk models as per business requirements.

Mandatory :

- 5+ years of experience working within risk domain, preferably counterparty risk

- Knowledge of Bonds/Repos, HCs, Stochastic Calculus, Counterparty exposure concepts, Regulatory regime

- Knowledge of fixed income including pricing various traded bonds ranging from vanilla to exotic

- Proficiency in Excel-VBA/Python

- Strong verbal and written communication skills

Desired :

- Delivery focused with the ability to work well under pressure and meet deadlines under compressed timescales

- Organizational skills, multi-tasking and detail oriented

Kopal Kapoor
hCapital Technologies Private Limited
Mobile: +91-9811721760

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