Business Analyst - Risk Analyst - Investment Banking Domain

Role : Risk Analyst

Job location : Pune

Exp: At least 0.6 months in Investment banking domain, should have strong understanding of credit risk, market risk, functional specs.

Main Duties/Responsibilities Of The Role :

- Understand credit risk exposure valuation at a portfolio level across various business lines like Prime Brokerage, ETFO, Derivatives, FX, Repo, SLB, from a system, business and methodologies perspective

- Understand end-to-end data flow and functioning logic of our proprietary Credit Risk Management tool

- Provide indicative estimates of VaR, PE, EPE to Credit officers, RWA management and business teams, when the risk engine fails to capture exposure profiles accurately, using advanced simulation tools and models for factor based, sensitivity based (Historical simulation) and Monte Carlo (Taylor series approximation and/or Partial revaluation) risk calculators

Education And Professional Qualifications :

Essential:

Graduate or Post-Graduate in Finance/Statistics/Economics/Sciences/Engineering/ Mathematics

- At least level-1 of CFA or FRM should be clear.

Work Experience/Background :

Essential:

- Relevant work experience in a financial institution with good product knowledge and good understanding of Risk management tools and techniques.

- Strong analytical skills to identify the scope of issues and ability to provide appropriate solutions

- Ability to work with large volumes of data using spread sheet and Database Query tools (MS Excel and Access)

Farha
HR (Talent Acquisition)