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13/05 Anjali
Associate at Aurion Solutions

Views:833 Applications:229 Rec. Actions:Recruiter Actions:36

Market Risk/Credit Risk Role - Middle Office - Investment Bank (2-9 yrs)

Anywhere in India/Multiple Locations Job Code: 821866

Market Risk/Credit Risk Roles - Investment Bank

- Global Middle Office (GMO) is a control function focussed on the integrity of key transactional, risk and financial data and reporting.

- GMO will also perform an Advisory role partnering with the business and management to help deliver the firm-wide strategy. To achieve this GMO will leverage the latest Digital

- Innovation & Automation (DI&A) opportunities to optimize GMOs efficiency and operating model.

Key Responsibilities include :

Data Management : Providing a complete and validated data set of transactional information, efficiencies in the production and proactive management of these data sets

Control : Provide assurance on accuracy of firms financial statements through daily PL validation, Risk Model inputs, Proactive management of internal inventory and collateral obligations to ensure key liquidity / collateral requirements are optimized

Advisory :

- Provide business support and oversight on new products/transactions, financial resources, liquidity management and trade bookings. Propose and implement FTB process improvements; institute performance analytics; and help navigate regulatory, industry and account changes

Position Specifications :

Experience : 2 + years

Qualification : B.Com / B.Sc. / BE / B.TECH / MBA

Role & Responsibilities :

- Responsibilities include data analysis and governance which involves detection and resolution of risk data exceptions to improve the quality of counterparty exposures and capital Implementing data quality processes/procedures to ensure accuracy of credit data

- Partner with other business functions including IT to streamline, automate and develop new tools for Credit Risk Project related activities geared towards internal Credit Risk requirements as well as Regulatory requirements

- Capital assurance on regulatory capital (EEPE & sEEPE) and economic capital (Counterparty NCAT)

- Monitoring / investigation / analysis / resolution of credit exposure metrics (PFE, EE, Current Exp, GWWR, SWWR)

- Understand trade bookings and types to evaluate how exposures will feed and impact into

- Credit Risk systems across metric

- Conduct Stress Testing batch validation and provide supporting comments on the effects of scenarios & sensitivities on exposures

- Investigate, analyse and resolve data integrity issues and should be able to develop an understanding for data architecture and data flow

- Limit & Excess Management on Products / Counterparties / Countries and timely escalation on discrepancies to senior management

- Work on regulatory reports for JFSA / PRA / FINRA / SEC and to provide senior management with a view on the credit risk exposures on timely basis

Women-friendly workplace:

Maternity and Paternity Benefits

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