Credit Risk Analyst - Investment Bank

Hiring Credit Risk Analyst- ( 2+ years) for World's Top 10 Investment Banks- Pune

Responsibilities Of The Role :

- Understand credit risk exposure valuation at a portfolio level across various business lines like Prime Brokerage, ETFO, Derivatives, FX, Repo, SLB, from a system, business and methodologies perspective

- Understand end-to-end data flow and functioning logic of our proprietary Credit Risk Management tool

- Analysis of PE/EPE (& hence RWA and capital) of the Investment bank and commentary day on day (based on daily trend reports).

- Ownership of PFE & EPE outputs and analysis and Preparation of daily monthly Exposure analysis packs and presentations

- Identify and facilitate resolution of anomalous EPE values and calculation of indicative exposures till incorrect.

- This is done using advanced simulation tools and models for factor based, sensitivity based (Historical simulation) and Monte Carlo (Taylor series approximation and/or Partial revaluation) risk calculators

- Providing subject matter expertise and analytics support to Finance and CVA team regarding risk and regulatory topics or initiatives

- Develop practical solutions to regulatory requirements for Capital-related reporting

- Interaction with data suppliers and process teams responsible for key data sources and processing

Education And Professional Qualifications :

- Graduate or Post-Graduate in Finance/Statistics/Economics/Sciences/Engineering/Mathematics

Most Desirable : Completed or currently pursuing the CFA or FRM qualifications

Essential :

- Strong analytical skills to identify the scope of issues and ability to provide appropriate solutions

- Good knowledge of financial products across various asset classes

- Sound understanding of life cycle of a trade and risk management concepts

- Ability to work with large volumes of data using spread sheet and Database Query tools (MS Excel and Access)

- Knowledge of regulatory risk topics such as RWA, PFE and EPE

- Communication skills at all levels including ability to interact successfully with stakeholders outside team

- SQL knowledge would be desirable

Farha Khan
On Demand Agility Software Pvt. Ltd.
Ext # : 0124-4028704