Associate - Counterparty Risk - Financial Service Firm

Job Opportunity with Financial Service Firm

Location : Mumbai

Need : 3-5 Years

Role:

- Review daily, weekly, and monthly exposure and collateral variances and identify drivers, particularly in relation to market events

- Prepare monthly counterparty portfolio review material and participate in review discussions with senior management within Counterparty Risk

- Prepare portfolio reviews for specific products and participate in review meetings with business units

- Analyze and explain period over period exposure changes across a range of credit risk measures, including current exposure, simulated potential future exposure, stress test exposures (e.g. single- and multi-factor, product specific stresses) and risk sensitivities