AVP - Business Analyst - Risk ISDA SIMM

Business Analyst - Risk ISDA SIMM

We are looking for ISDA SIMM Calculating with min 8 years of relevant experience.

AVP team will be responsible for:

Individual contributor role

There are two priority items that the candidate is likely to be spearhead. The first involves the comparison of daily initial margin values on uncleared OTC derivatives to what CCP models would have calculated. The second involves calculating, quantifying and monitoring the risks that are not included in the ISDA SIMM model,experience in risk, either in an investment bank or clearing house.

- Strong knowledge of uncleared OTC derivatives.

- Very good understanding of the regulatory background including, IMM, uncleared margin, SACCR etc.

- Strong knowledge of quantitative models including, CCP models, VaR models and the ISDA SIMM.

- Excellent project documentation skills and good experience with project delivery and test governance process.

- Evidence of covering the full project lifecycle from inception through to system delivery with IT and process embedding with the sponsoring business function.

- Strong risk and P&L business knowledge

- Strong stakeholder management skills

Please Note: Candidate with relevant exp only apply and open to relocate to BANGALORE Location.

Mehvish Parveen