14/03 Javeria Siddiqui
HR Recruiter at Black Turtle

Views:3902 Applications:103 Rec. Actions:Recruiter Actions:79

Vice President - Market Risk - Quant (6-10 yrs)

Mumbai Job Code: 675114

- 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.

Women-friendly workplace:

Maternity and Paternity Benefits

Add a note
  • Apply
  • Assess Yourself
  • Save
  • Insights (Read more)
  • Follow-up
    (Read more)
Something suspicious? Report this job posting.