Vice President - Market Risk - Quant

- Provide risk level haircuts and collateral schedules for proposed transactions for SFT trades.

- Quantify and provide IA levels for all OTC trades with hedge funds and other clients.

- Provide risk terms like leverage, triggers, step-ups etc. for structured credit transactions.

- Participating in quantitative margin methodology development, enhancement of margin models and their documentation.

- Program, test and implement of existing and new margin methodologies for new products.

- Monitor and analyse client portfolios in terms of exposure (Counterparty exposure, risk profile and margin level.)

- Manage risks for the firm's portfolio of collateralized transactions through relevant portfolio analysis and reporting.

- Automate different reports, risk management tool and other processes wherever possible to focus on risk management and create efficiency.

- Work with risk managers and other stakeholders, internal audit, model validation to address their requests for additional analysis based on specific needs as they arise.