Upgrade to Pro Member
Quantitative Finance Recruiter at Black Turtle India Pvt. Ltd.
Views:18380 Applications:585 Rec. Actions:Recruiter Actions:67
CVA Market Risk Professional - Investment Bank (2-6 yrs)
We are looking for Candidates who are expert on CVA, XVA, FVA for a Leading Investment bank in Mumbai.
Job Responsibilities
Role & Responsibilities of the position in brief:
- Prepare / Develop periodic reports for analysing and monitoring P&L and various risk metrics (eg. VaR, SVaR, Economic Capital, Risk Sensitivities etc) for the desk and provide insightful commentaries around major P&L and risk profile changes to senior RMs on a regular basis
- Perform analysis around higher order risks (Cross Gamma) and stress testing
- Review the Economic Capital and Regulatory Capital umbers in the risk systems, provide sign off along with appropriate commentaries and monitor movements in Basel III ACVA capital charges for the firm and identify major drivers and Perform ad-hoc ACVA capital impact analysis
- Estimate capital parameters used to calculate economic capital for the CVA desk
- Develop tools related to risk analysis and provide active support in enhancing & maintaining such tools
This job opening was posted long time back. It may not be active. Nor was it removed by the recruiter. Please use your discretion.
2-Step Verification - Action Required
We've updated our security procedures!
Your privacy and security are important to us. We've recently updated our security measures to make iimjobs.com safer and more secure for you. This change requires you to reset your password.
Please reset your password using the link sent to your email. If you did not receive any email, please check your spam folder..
