Business Resource Management Role - Investment Bank

Business Resource Management

Role & Responsibilities :

- Investigating and analysing IM breaks between the organization and its counterparts which are caused by model differences or risk sensitivities differences or other non-trivial issues.

- Pro-actively engaging with counterparties to understand and confirm root causes of the differences in order to resolve them.

- Liaising with various others teams, for e.g. Quants, BRM management, etc. as and when required.

- Monitoring the effectiveness of the SIMM for future development of the model, in conjunction with Quants.

- Participating in various project related working groups and driving the requirements from GM & BRM perspective.

- Working with global BRM team in meeting its other objectives related to Bilateral IM project, for e.g. sourcing of the collaterals etc. or related to any other projects.

Key Skills :

- Strong analytical skills

- Basic understanding of numerical techniques and models used in derivative pricing

- 3-5 years of experience in role dealing with market risks or credit risks or derivative valuation

- Excellent oral and written communication skills

- A good team player and having a self-start approach to learning and solving problems

- Strong excel skills