Analyst - Credit Risk Reporting - Investment Bank

Credit Risk Reporting - Investment Bank

We are currently Hiring for Credit Risk Reporting for our client

ROLE: SEA Credit Risk Analyst

Experience range: 1-6 Years

Job Type: Full time permanent role with the Client.

Location : Pune

Description:

- To validate credit risk, Credit Risk Scenario exposure calculation at a portfolio level across various business lines like Prime Brokerage, ETFO, OTC Derivatives, FX, Repo, SLB, from a system, business and methodologies perspective

- Analysing all Credit Scenario risk figures from Stress Testing perspective, to seek to improve cases where it is not appropriate, and manually adjust these figures for reporting purposes in cases where the system is unable to handle the scenario.

- Prepare analysis and provide qualitative commentary on Bank's Credit Risk Scenarios exposure movement to facilitate CRM's Internal Scenario Limit monitoring process.

- Seamlessly judge impact Exposure Treatment by changing the exposure calculation method.

- Working in collaboration with Project Management & IT teams for accurate implementation of Credit Risk Scenario Exposure requirements.

Interaction with various stake holders like - Credit Analytics, Capital Reporting, Credit Risk Reporting, Credit Risk managers, data suppliers and process teams responsible for key data sources and processing

Qualifications :

- Graduate or Post-Graduate in Finance/Statistics/Economics/Sciences/Engineering/Mathematics

- Good understanding of Basel regulations along with Margining, Wrong way risk, CCP default waterfall, Treatment of Re-securitised collateral, Shortcut Exposure Method, IOSCO, Capital Buffers, Leverage ratio in counterparty credit risk space is a must.

- An exposure to Credit Risk Stress testing in reputed financial institution will be an added advantage.

- Strong analytical and quantitative skills, attention to detail, willingness to "roll up sleeves" and produce a polished, high quality, accurate product; tireless work ethic with ability to work well under pressure

- Organizational savviness with ability to expand internal network across functions and various levels of seniority

- Good knowledge of financial products across various asset classes

- Sound understanding of life cycle of a trade and risk management concepts

- Ability to work with large volumes of data using spread sheet and Database Query tools (MS Excel and Access)

- Knowledge of Impact of sensitivities change on derivatives portfolio valuation

- Experience of working with the output of finance and risk systems

- Driven and strong personality able to move forward both existing processes as well as the related projects in parallel to each other

- Communication skills at all levels including ability to interact successfully with stakeholders outside team

Please do revert with your interest and updated resume and the following details :

Current Company:
Current Role :
Experience with Credit Risk:
Experience with FINMA or PRA B3 or RWA or LGPD or any other Risk management tools:
Experience with Basel reporting:
Domains worked for:
Qualification and Percentage:
Certifications:
Current CTC:
Expected CTC:
Notice Period:
Current Location:

Terrin
AllegisGlobalSolutions