AVP - Basel 3 Capital & Credit Data Feed - Investment Bank

Company: Leading Investment Bank

Location: Pune

Role: AVP - Basel 3 Capital & Credit data feed

Education: FRM Compulsory

Responsibilities:

- Understanding of regulatory environment framework Basel 3 and Counterparty Credit Risk CVA.

- Working knowledge of VaR and Credit Risk EE/PFE methodologies and Risk sensitivities.

- The primary focus of the role includes the analysis, specification, design and implementation of daily Credit risk feeds.

- The role involves understanding the various processes to generate the risk numbers retrieved by various risk feeds. This will involve evaluation and analysis of Credit risk exposures by employing statistical and other approaches.