Job Details:
Open Position : 01
Experience : 8 - 12 Years
Annual Salary : INR 23 LPA - 25 LPA
Work Location : Pune, Maharashtra, India
Domain : Information technology (IT)
Payment Terms : 105 days
Replacement Clause : 90 days
Diversity Type : FEMALE
Education :
- MANDATORY: BE, ME, M Tech, B Tech, MBA
- PREFERRED: FRM/CFA is preferred, Degree in financial mathematics, quantitative finance is ideal
Domain Experience MANDATORY:
- Financial Risk Management
- Credit Risk Calculation for Daily Risk Management
- Knowledge of Security Finance Transaction (SFT) & Derivative products
- Through knowledge of Repo, Reverse Repo, Securities Financing, and knowledge of Derivatives such as Options, Forwards, Futures and Swaps and their documentation, life cycle and risk characteristics.
- Excellent verbal and written communication skills
- Understanding of Basel II and/or 3 regulations.
- Exposure to Use cases, QA and UAT of projects.
- Deep working experience of flow charting, Visio, MS-Office applications, Excel, VBA.
PREFERRED :
- Knowledge Of Financial Products
- Credit risk methodologies
- Basel Risk Calculations
Other Key Skill :
- SDLC Aware & co-ordination and working with remote teams
- Knowledge of quality issues in software development
PERSONAL SKILLS :
The successful candidate must:
- Work to agreed deadlines as part of the remote development environment
- Have experience of working co-operatively in small to medium-sized teams.
- Be able to work on own initiative.
Sourcing Guidelines (For Internal Use only) :
MUST HAVES:
- Financial Risk Management
- Credit Risk Calculation for Daily Risk Management
- Knowledge of Security Finance Transaction (SFT) & Derivative products
- Through knowledge of Repo, Reverse Repo, Securities Financing and knowledge of Derivatives such as Options, Forwards, Futures and Swaps and their documentation, life cycle and risk characteristics.
- Excellent verbal and written communication skills
- Understanding of Basel II and/or 3 regulations.
- Exposure to Use cases, QA and UAT of projects.
- Deep working experience of flowcharting, Visio, MS-Office applications, Excel, VBA.
Key Responsibilities :
- Understand, analyze and explain counterparty mark-to-future exposures on derivative books to regional users.
- Dwell deep into the Potential Future Exposure/EPE/EAD/RWA calculation methodologies for Credit risk/BASEL 3 and be able to verify, cross-check the exposure profiles generated by the systems.
- Where feasible develop excel prototypes to generate exposure profiles for basic products
- Ability to trace the changes in day to day exposures to changes in markets, books and or agreements
- Work closely with developers to improve/refactor code base and ensure agreed changes are manifested correctly by looking analyzing post release exposure numbers
- Conduct meeting with clients and key stakeholders to gather requirements, analyze, finalize and receive formal sign-off's from approvers.
- Translate requirements into Business Requirement Document [BRD], Functional Requirement Document [FRD] and/or Minor Development Document [MDD].
- Facilitate and drive project meetings with both business and technology teams.
- Develop and review test scripts with business users as well as technology team. Execute test scripts for System Integration Test (SIT) and User Acceptance Test (UAT).
- Co-ordinate and/or conduct the Production Acceptance Testing (PAT) with the business users.
- Creates flow diagrams, structure charts, and other types of system or process representations.
- Manage changes to requirements and baseline through a change control process.
- Ability to read code
ADDITIONAL GUIDELINES:
- Target only Returnee Women(recent 6 months to 1 year career gap).
- Quality profiles we can maximum stretch to 2-3 years.
- A very confident candidate in technology space.
- Resumes should be uploaded on workday.
Didn’t find the job appropriate? Report this Job