AVP - EMG Counterparty Credit Risk - Pre-Deal - Investment Bank

Job Title: Counterparty Credit Risk Pre-Deal

Mumbai - Assistant Vice President

Corporate Title:Assistant Vice President

Group:Credit Risk Portfolio Management within Credit Risk Management

Location:Mumbai

Key Responsibilities:

- Perform analysis of credit risk of individual derivative trades, typically structured, across all products in the firm - fixed income, equities, commodities, emerging markets, asset-backed and foreign exchange for transaction approval and counterparty portfolio assessment.

- Pre-deal trade level initial margin calculation for derivatives & collateral haircut calculation for complex financings

- Review portfolio based prime brokerage (Rates, FX, Equities, Credit), Wealth Management Advance Ratios, and clearing house (CCP) margining methodologies

- Daily interaction with credit officers and front office sales, structuring and trading to discuss trade structures

- Perform ad-hoc scenario analyses and stress tests across portfolios of counterparties and business lines.

- Participate in discussions of risk mitigation for large complex transactions.

- Active involvement with CCR Pre-Deal colleagues globally on transactions, methodology/tool development, and other strategic initiatives

Qualifications & Skills

You will have:

- Several years of experience in a similar role

- Solid mathematical skills including probability and statistics

- Strong analytical skills and attention to details

- Strong derivative product knowledge across all asset classes and knowledge of financial markets, traded products, and risk concepts

- Good understanding of counterparty credit risk both on trade and portfolio level

- Excellent interpersonal and analytical skills & a team player

- Experienced in methodology development for financial products and ability to communicate technical documents to non-technical audiences

- Understanding of various pricing models

- Excellent communication skills, both written and oral

- Ability to multi-task and prioritize resources among various projects

- Strong mathematical and statistical background but able to simplify complex concepts for a non-technical audience

You will be:

- Enthusiastic and driven to achieve high quality results

- Able to work under pressure and to tight deadlines

- Able to demonstrate high integrity and invite challenging views

- Able to demonstrate intellectual curiosity and innovation

Interested Candidate please share your resume with your current and expected CTC with Notice Period on

Shraddha Mehta