Posted By

Sowmyag

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Last Login: 01 December 2012

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2061
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Job Code

62156

Counterparty Credit Risk - Inv Bank

1 - 3 Years.Mumbai
Posted 12 years ago
Posted 12 years ago

Counterparty Credit Risk

Company : Leading Investment Bank

Location : Mumbai

Role overview

The primary role of the team is to measure and verify counterparty credit risk for the investment bank. The objective of the role is to work closely with the colleagues in London and to provide top class level of service to internal clients. The end result should be to positively impact their capacity to deliver further.

Key Deliverables

- Analyze biggest daily exposure and capital moves.

- Report risk drivers that are causing these changes and identify any data issues

- Raise data issues with controls team and follow up for resolution

- Running and maintaining all tactical tools (in MS Access and MS Excel) for exposure measurement used globally. These tools are in place to -

- calculate counterparty exposures for particular product types,

- update parameters that are used in counterparty exposure calculations and

- assess model performance (back testing)

Qualifications/ competencies

- Good MS Access skills

- Good VBA knowledge

- Should have experience with at least one of the following

- derivatives, fixed income, equities

- pricing models

- Risk sensitivities

- MBA/Analytical/Numerical degree

- Should have knowledge of basic programming, algorithm.

- Being responsible for deliverables

- Good Communication skills

Please share your CV to somishah.g@gmail.com

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Posted By

Sowmyag

at

Last Login: 01 December 2012

Job Views:  
2061
Applications:  0
Recruiter Actions:  0

Job Code

62156

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