Senior Analyst/Associate - Exposure Management Group - Investment Bank

BE / B tech candidates Required :

The Exposure Management Group (EMG) is a unit of Risk Management department. It is part of the Risk function within Bank and is independent of the trading businesses.

EMG is primarily responsible for analysing and monitoring the counterparty portfolio and derivatives risk of structured transactions. It also advises and supports Credit Risk Management and Front Office on risk mitigation.

Stress testing of the Counterparty Portfolio is rapidly developing into an essential risk management tool with EMG responsible for managing and reporting monthly stress results to senior management in Risk and Front Office and also external regulators. In order to improve accuracy and also to meet regulatory commitments, EMG has initiated a series of enhancements including increasing the frequency of stress testing from monthly to daily.

EMG is seeking candidates to join their Stress testing Operations Team. It is joint initiative between Market and Credit Risk Department. Being a new and developing team provides an exciting opportunity with the successful candidates given a platform to shape the team and implement their own strategies to deliver the maximum value from their operations activities

Position Description :

This role will comprise the following key responsibilities :

- Produce Daily / Monthly Stress Test Reports to be used by senior EMG and CRM Analysts.

- Perform quality controls on stress and reference data feeds from upstream data providers and seek validation from data providers on stale or significant changes in data.

- Perform investigation into a wide range of production issues as an individual or as part of a team.

- Assist Business and IT with any data related issues or incident fixes including service request testing and release.

- Produce and maintain documentation on Key Operating Procedures.

Job Requirements :

Essential skills :

- Strong skills with Microsoft Office (Excel, Access, VBA)

- Understanding of Derivatives Valuation.

- Experience in use of Relational Databases and PL/SQL (Fundamentals)

- Comfortable working across different time zones.

Education / Qualifications Requirements :

You will be :

- Educated to Engineering Degree or Equivalent.

- CFA/FRM is plus

- 3 + Years- Experience

- Detail-orientated

- Team orientated and motivated

- Able to work on autonomous basis or as part of team

- Able to cope well under pressure and tight deadlines

- Willingness to challenge senior stakeholders if required.