CRISIL GR&A - Derivative Analyst - Market Risk Data Validation

Derivative Analyst

Team : CRISIL GR&A

Location : Mumbai / Chennai

Experience : 2 + years of relevant OTC Derivatives experience

Job Duties :

- The Role would be to support the Quantitative Middle office (QMO) Team of a leading investment bank in the area of Market Risk Data validation.

- Support the build out of Market Risk Infrastructure to ensure complete and accurate risk data

Extensively verifying the quality and completeness of data covering all the systems within the scope of QMO via :

- Developing the working models of various controls

- Add enhancements and redefine specifications of reports as required

- Performing the control checks daily/weekly as required to formalize the process before getting the same automated

- Validation of Market Risk Data

- Set up and daily monitoring and controls for different lines of business and risk management teams

- Providing updates for QMO to report to other interested parties

- Providing in-depth analysis for QMO to support changes in control methods and provide Proofs of Concepts for alternate methods

Qualification : MBA with Engineering background. IIT Preferable

Candidate with 2+ years of OTC Derivatives experience

Skills required :

- Strong Derivative product knowledge, Greeks computation etc.

Technical skills : Database management & SQL, VBA. Python is preferred

About CRISIL GR&A :

- CRISIL Global Research & Analytics (GR&A) is the largest and top-ranked provider of high end research and analytics services to the world's leading commercial and investment banks, insurance companies, corporations, consulting firms, private equity players and asset management firms. CRISIL GRA operates from research centers in Argentina, China, India and Poland, providing research support across several time zones and in multiple languages to global organizations. It has deep expertise in the areas of equity research, fixed income research (covering global economies, 150 global sectors and over 3000 global companies), valuations, pricing complex derivatives, structured finance, risk management, actuarial analysis and business intelligence.

- CRISIL GRA includes Irevna and Pipal Research, firms which were acquired by CRISIL. For more information, please visit www.irevna.com and www.pipalresearch.com