Associate - Counterparty Credit Risk

Hi,

This is with regards to an opening with a Global Financial Services Firm in Mumbai

Role - Counterparty Credit Risk Analyst/Associate Role

Exp - 3-5 years (Analyst) and 6-8 years (Associate)

Skills - Counterparty Credit Risk + Market Risk/Liquidity Risk

Education - FRM/CRM Level 2 or above qualified

Roles and Responsibilities:

 Monitor & analyse client portfolios in terms of credit exposures (CE, PE, EE, etc.), risk profiles and margin levels and provide commentary on the drivers for the risk exposure and daily moves

 Quantify and provide appropriate haircut levels for securities financing transactions, likewise calculate initial margin for all OTC trades with hedge funds and other clients.

 Participate in margin methodology development, enhancement of existing margin models and their documentation

 Manage risks for the firm’s portfolio of collateralized transactions through relevant portfolio analysis using different parameters such as credit risk metrics, VaR, stress & liquidation scenarios, etc. and its reporting.

 Understand the rules & regulations of various regulatory bodies (such as JFSA, PRA, BaFin &, SEC) applicable for Regulatory Credit Risk Exposure & Capital calculations and ensure its correct implementation for the trade portfolios.

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

 Automate/Simplify/Standardize risk management processes wherever possible to create efficiency and focus on risk analysis & mitigation strategies

If you are interested with the above, kindly revert with your updated CV on [email protected]