Your Role - Daily monitoring, review of margin and changes in risk and portfolio composition for UN cleared Swap Margin clients. - Understand deeply and contribute to build out of the Sensitivity based Margin Methodology in practice from ISDA for Un cleared Margin products. - Work closely with the Uncleared Margin programme team to research, analyze and document key business requirements - Perform daily analysis on huge Margin movements in Clients portfolio by understanding the various methodologies /Strategies like Standardized Initial Margin Model (SIMM), Convert Arb, ADTV, IR, FX, Bond/CDS and give approval to ops to issue the margin calls/ reports to clients - Perform risk &amp; margin analysis by working with a range of stakeholders internally &amp; externally - Create communication &amp; presentation materials going through analysis, key requirements &amp; findings for multiple levels of stakeholders - Liaise with technology teams in order to drive functional specifications and delivery. - Develop, enhance and understand the internal tools developed b the team to manage daily margin signoffs and analysis. The tools are mainly on SQL based dashboards. Essential Skills - Experience working within front office or suitable business or model focused quantitative role. Experience of managing a complex regulatory driven processes - Experience in building risk, margin models methodologies and technical understanding - Understanding of OTC derivatives products, risk and regulations. Excellent knowledge of Markets businesses. Relevant knowledge of model methodologies - Understanding of EMIR, Dodd-Frank regulatory reforms. Understanding of derivatives pricing, risk including value-at-risk, historical simulation and VCV (variance covariance) - Understanding of risk, margin and collateral management practices. Understanding of trade lifecycle &amp; front-to-back flows - Proficiency in MS PowerPoint, Word, Excel &amp; Access. Able to multi-task and prioritize, delegate effectively within the wider team. Self-starter with an ability to be a strong team player who is able to build credibility, respect quickly - Excellent in written communication with ability to produce high quality business requirements specifications, risk reviews. Desirable Skills - Specialization in Mathematics or Quantitative Finance - CFA - Front office quantitative or analytical experience from top tier investment bank - Experience in working within risk &amp; margin function. Experience in producing business specifications. Experience in pricing OTC derivatives - Understanding of first and second order risks. Understanding of collateral management function. Understanding of relational database &amp; SQL coding - Coding ability in functional languages such as R, F#. Familiar with EMIR, Dodd-Frank, specifically margin for non-centrally cleared derivatives regulations - Experience of managing a business project or establishing a front-to-back business or regulatory driven process

Mumbai

AVP - Global Markets - COU - OTC Derivatives & Modeling 

AVP - Global Markets - COU - OTC Derivatives & Modeling  ,Job Description for AVP - Global Markets - COU - OTC Derivatives & Modeling  in Elements HR Services in  Mumbai for (3-6) years of experience. Apply Now!

Job Description for AVP - Global Markets - COU - OTC Derivatives & Modeling  in Elements HR Services in  Mumbai for (3-6) years of experience. Apply Now!