Associate - CVA Analysis & Reporting

Discipline - Banking

Subsector - Risk Management

Location - Delhi NCR

About our Client - Our client is a leading financial services organization with operations in more than 45 countries worldwide. They are an esteemed brand within the industry and always strive to recruit the best talent in the industry. With the current expansion in their global operations, they are looking for to hire an experienced professional.

Job Description - Reporting into the Market Risk Lead, your key responsibilities shall include:

- Interface with members of Market Risk and Regulatory Reporting team to ensure the reporting and analysis processes are meeting current and future requirements

- Explain the Risk Weighted Assets (RWA) movements and impacts of future business and regulatory change on the group regulatory capital numbers

- Provide assurance over the RWA and associated disclosures

- Support daily reporting requirements on the Trading Book credit risk portfolio

- Provide analytical commentary on daily Expected Exposure (EE) profiles used in the CVA Capital Charge Feed commentary to the Market Risk CVA team for inclusion in the Capital Market Risk Daily Management Report

- Support periodic reporting requirements on the CVA Volatility capital charge with related MI and analysis

- Provide explanation and analysis for the Basel 3 & CRD4 market risk capital charges to key stakeholders

The Successful Candidate - CA/Masters degree from a Tier 1 university with at least 5+ years of relevant experience

- Exceptional understanding of CVA, RWA and Capital Requirements Directive (CRD3, CRD4)

- Strong understanding of Basel & other regulatory requirements

- Excellent exposure across credit risk modelling or credit risk reporting

- Understanding of key risk concepts across different asset classes

What's on Offer - Excellent work life balance in a very meritocratic culture with leading MNC. This role would offer you variation, stability and career progression in addition to a highly competitive compensation.

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