Financial Risk Role - Derivatives - FRM/CFA

Main skills:

IT, analytical skills, hair cut calculation,market risk calculation,prior exp in prime brokerage, marginal calculation risk analysis, VBA coding, R language

Job Responsibility :

The individual requirements for the candidates for the roles would be strong knowledge of various derivative products across different asset class. (IRS and FX derivatives, Equities, Convertible Bonds, Repo, Futures and Options, and Fixed Income.

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

- Previous work experience in Financial Markets (Prime Brokerage, Equity Financing, Treasury or Risk management) preferred

- Comfortable in working with one of the language Python, R, Matlab etc.

- Analytically inclined. Candidates should have basic understanding of Risk Management

- Excellent PC skills with advanced competency in Microsoft Excel, Macros, VBA, Access database, and SQL essential.

- Self-starter and ability to multi-task under pressure and meet various deadlines

- Strong team player and a quick learner

- FRM / CFA level 1 or above preferred

- Provide risk level haircuts and collateral schedules for proposed transactions for SFT trades.

- Quantify and provide IA levels for all OTC trades with hedge funds and other clients.

- Provide risk terms like leverage, triggers, step-ups etc. for structured credit transactions.

- Participating in quantitative margin methodology development, enhancement of margin models and their documentation.

- Program, test and implement of existing and new margin methodologies for new products.

- Monitor and analyse client portfolios in terms of exposure (Counterparty exposure, risk profile and margin level.)

- Manage risks for the firm's portfolio of collateralized transactions through relevant portfolio analysis and reporting.

- Automate different reports, risk management tool and other processes wherever possible to focus on risk management and create efficiency.

- Work with risk managers and other stakeholders, internal audit, model validation to address their requests for additional analysis based on specific needs as they arise