Job Description : - Calculation of VaR for Equity/Derivatives/Forex - Valuation of FX &amp; Derivatives products. Dissecting the trades into different risk components. - Computation of risk &amp; pay-off profiles for the non-linear products, impact on the overall market risk as well as counterparty's credit risk profile and able to explain the same to the stakeholders. Solving queries on valuation/risk methodology aspects for the proposed deal structures. - Managing the counterparty credit risk on the FX &amp; Derivatives Portfolio including Methodology implementation for new products/enhancements, Implementation of new RBI guidelines, Testing/UAT pertaining to the methodology aspects in the system. - Implementing the Simulated PFE as well as CEM methodology for counterparty credit risk, publishing internal PFE grid, Calibration of internal PFE models, Backtesting of the Models, coordinating with IT/PDG/CAD team for limit monitoring process under PFE &amp; CEM, Interacting with the Business &amp; Risk on CSA / Netting queries. - Interaction with consultants &amp; internal model validation team to get the models validated - Managing the RBI Regulatory Reporting - DSB Return on CEM, Capital Charge for counterparty credit risk. Kindly share your updated resume with following details: 1. Current Organisation - 2. Current Designation and Role - 3. Total Exp - 4. Qualification - 5. Current Salary (Also mentioned Fixed+Variable) - 6. Expected Salary( What is your minimum ctc expectation(pls mentioned clearly), as it will not be an issue later on at the time of offer, if everything goes well)- 7. Present Location - 8. Joining Time - 9. Reason for Change - 10. Exp in Var Calculation for Equity/Derivatives/Forex&nbsp; Reshma STEPS

Mumbai

Senior Manager - Trading Risk/Market Risk - BFSI 

Job Description for Senior Manager - Trading Risk/Market Risk - BFSI  in Steps India in  Mumbai for (2-8) years of experience. Apply Now!