HR Recruiter at Black Turtle
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Vice President - Market Risk - Quant (6-10 yrs)
- 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.