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28/11 Shivani Singh
Team Lead at BlackTurtle

Views:88 Applications:18 Rec. Actions:Recruiter Actions:5

Counterparty Credit Risk Role - Pre Deal - Bank (5-10 yrs)

Mumbai Job Code: 1186171

- 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

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

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

Women-friendly workplace:

Maternity and Paternity Benefits

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