Posted By
Posted in
Banking & Finance
Job Code
527607
Job Title: Counterparty Credit Risk Pre-Deal
Mumbai - Assistant Vice President
Corporate Title:Assistant Vice President
Group:Credit Risk Portfolio Management within Credit Risk Management
Location:Mumbai
Key Responsibilities:
- Perform analysis of credit risk of individual derivative trades, typically structured, across all products in the firm - fixed income, equities, commodities, emerging markets, asset-backed and foreign exchange for transaction approval and counterparty portfolio assessment.
- Pre-deal trade level initial margin calculation for derivatives & collateral haircut calculation for complex financings
- Review portfolio based prime brokerage (Rates, FX, Equities, Credit), Wealth Management Advance Ratios, and clearing house (CCP) margining methodologies
- Daily interaction with credit officers and front office sales, structuring and trading to discuss trade structures
- Perform ad-hoc scenario analyses and stress tests across portfolios of counterparties and business lines.
- Participate in discussions of risk mitigation for large complex transactions.
- Active involvement with CCR Pre-Deal colleagues globally on transactions, methodology/tool development, and other strategic initiatives
Qualifications & Skills
You will have:
- Several years of experience in a similar role
- Solid mathematical skills including probability and statistics
- Strong analytical skills and attention to details
- Strong derivative product knowledge across all asset classes and knowledge of financial markets, traded products, and risk concepts
- Good understanding of counterparty credit risk both on trade and portfolio level
- Excellent interpersonal and analytical skills & a team player
- Experienced in methodology development for financial products and ability to communicate technical documents to non-technical audiences
- Understanding of various pricing models
- Excellent communication skills, both written and oral
- Ability to multi-task and prioritize resources among various projects
- Strong mathematical and statistical background but able to simplify complex concepts for a non-technical audience
You will be:
- Enthusiastic and driven to achieve high quality results
- Able to work under pressure and to tight deadlines
- Able to demonstrate high integrity and invite challenging views
- Able to demonstrate intellectual curiosity and innovation
Interested Candidate please share your resume with your current and expected CTC with Notice Period on
Shraddha Mehta
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Posted By
Posted in
Banking & Finance
Job Code
527607