Associate/Senior Associate/Executive - Counterparty Risk - Investment Bank

Associate/Senior Associate/Executive - Counterparty Risk @ a leading Global Bank, Delhi

- Our client, a global investment bank, is looking for Associate (6 months - 2 years experience) / Sr. Associate (2 - 4 years) / Executive (4 - 6 years) in NCR with an advanced degree in Statistics/Econometrics/Mathematics/Engineering or a numerate field and working experience in Derivative Pricing, Potential Future Exposure (PFE) and Mark to Market (MTM) calculations for derivatives.

- The role is part of a team that is responsible for all aspects of counterparty exposures including monitoring that exposures are within the approved limits.

- Perform in-depth investigation to identify the cause for excesses, investigate and respond to any ad-hoc queries relating to the value or quality of exposures computed by the systems and the calculation methodology.

- Sound understanding of financial markets and pricing of financial derivatives is a must.