Counterparty Risk Analyst - BFSI

Counterparty Risk Analysis

- Financial Product and pay-off analysis of derivatives on various underlying asset

- Document and provide commentary on the analysis performed.

- Answer to Sales requests or any other queries.

- Credit risk metrics computation

- Compute and certify metrics such as CVaR, Loan-to-Value.

- Document and provide commentary on the figures.

- Respond to Risk Managers or Front-Officers requests and queries.

Reporting & Controls :

- Various reporting of Asset and Pay-off analysis to the client and internal partners.

Continuous improvement :

- Support potential system information upgrades or business evolution

- Document and update operational procedures

Functional Skills :

- Sound understanding of financial instruments/products across equity, fixed income, mutual funds and structured products.

- Conceptual understanding or direct exposure to one or more of the following types of models: Structured Product pricing models, equity option pricing models.

Technical Skills :

- Strong Academic background with industry certifications such as FRM, CFA preferred.

- Proficiency required in one or more computational finance tools such as Excel/VBA

- Sound understanding of topics in Quantitative Finance like Statistics, Option pricing theory, stochastic calculus.

- Knowledge of Financial Databases like Bloomberg, Thomson Reuters preferred.