Sr Analyst - Quant Research

Role Description

- Monitor and assist in selling down the counterparty credit exposures that are on books

- Provide support to the trading team on all quantitative analyses, ad-hoc projects

- Keeping abreast with all the news and key market indicators related to client base in order to flag major developments early

- Fundamental credit research for calculating credit charge for trades

- Examine counterparty-level portfolio credit risk using existing front-office trading risk management systems

- Initiate and execute process optimization, automation and ad-hoc analytics projects

Impact of the Role

Helps the bank to manage portfolio risk by regular monitoring of counterparties and charge clients based on their relative credit profiles.

REQUIREMENTS:

The business is operationally intensive and requires an individual who is numerate, organized and with very good attention to detail.

- Strong technical and quantitative academic background from a top tier engineering/business school

- Strong educational background in Engineering and MBA

- Strong Excel skills will be required. VBA and SQL knowledge desirable

- Understanding of credit and financial statements

Soumya Venugopal