Credit/Market Risk Analyst - BFSI

Role & Responsibilities of the position in brief:

The primary responsibilities for the roles within Prime Services Risk Management Team would include:

- Support Global PS Risk team on various business issues to ensure appropriate margin level for the entire PS business

- Enhance business process within PS Risk, from streamlining report generating process, database management, to developing analytical tools.

- Monitor and analyze client portfolios in terms of exposure, risk profile and margin level. Coordinate margin changes with internal parties.

- Support Global PS Risk team for trade margin enquirers and other client related issues.

- Work closely with PS Risk and IT teams to facilitate building, testing and rolling out of various margin methodologies for the PS business.

- Produce various periodic business management and risk reports for Prime Services and F&O businesses and ensure accuracy and integrity of these reports.

Key Skills:

The individual requirements for the candidates for the roles would be:

- Strong knowledge of various products in Equities, Convertible Bonds, Repo, Futures and Options, and Fixed Income. CFA level 2 or above preferred

- Solid technical knowledge and business understanding about various risk management concepts and measures such as VaR, stress testing, and scenario analysis. FRM certification a plus

- Strong analytical, business, and communication skills. Previous work experience in Global Markets (Prime Brokerage, Equity Financing, Treasury or Risk management) preferred

- Excellent PC skills with good command of Microsoft Excel, Macros, VBA, Access database, and SQL

- Self starter and ability to multi-task under pressure and meet various deadlines. Strong team player and a quick learner

Key Fitment:

- Knowledge of Derivatives, Monte carlo Simulation, Counter party exposure concepts, Regulatory regime.

- Masters in a quantitative discipline (Financial Engineering, Mathematics, Statistics, Physics, Econometrics)

- Expert level knowledge on MS-Excel, VBA, C+

Educational Qualifications:

- Masters in a quantitative discipline (Financial Engineering, Mathematics, Statistics, Physics, Econometrics)

Interested Candidates can send your updated profile,