Risk Analyst - KPO

Summary:

The job involves the design, development and execution of a product that would enable the benchmarking of Financial Resources (including RWA/Balance Sheet and Costs) for global investment banks

Requisites:

- Understand capital markets products

- Understand Basel 3 framework

- Understand Cost Reporting of Banks and different allocation methodologies

Key Responsibilities:

- Development of the RWA model and Model each risk for each product

- Processing and analyzing all risk measures such as PD, LGD and VaR

- Track daily MTM and Potential Future Exposure (PFE) of counterparties

- Basel 3 rules for each approach for each risk type

- Understand differences between different regulatory environment (CRD IV versus FED)

- Abreast with constant changes in regulation and implications

- Analyze costs reporting/structures across various Financial Institutions

- Update and maintain client's costs allocation methodologies based on feedback received from clients

- Identifying and highlighting the discrepancies in output

- Client interactions with mid-level clients through regular interaction over emails and conversations

- Attend regular workflow meetings with the in - house and onsite Account managers in London, New York and Singapore

Required Experience & Skills:

The successful candidate will have to demonstrate the following skills, experience and attributes likely to have been gained over 2 to 4 years of relevant experience.

- MBA or post graduate degree in finance, business management, statistics, economics or similar analytical fields.

- Professional certifications like PRM, FRM (GARP), CFA would be an added advantage.

- Strong quantitative skills

- Prior experience in risk analytics

- A strong degree of independence and self-motivation

- Ability to learn new technical subject very quickly

- Excellent working skills with MS office tools, especially good at advanced Excel and PowerPoint

- Adhere to tight deadlines

- Attention to detail and high level of accuracy