Credit Exposure Analytics - Risk

Discipline - Banking

Subsector - Risk Management

Location - Mumbai

About our Client - Our client is a high-profile worldwide leading Investment Bank with significant presence in Asia. Due to constant expansion and to bring their business to even greater heights in India, an outstanding opportunity has arisen for a Credit Exposure Analytics candidate to take on a challenging role based out of Mumbai.

Job Description - Reporting to the Head of Credit Exposure Analytics, your specific responsibilities will include:

- Analyze biggest daily exposure and resulting impact on capital allocation.

- Report risk drivers that are causing these changes and identify any data issues

- Raise data issues with controls team and follow up for resolution Analyze portfolios to identify risk drivers on bespoke requests.

- Running and maintaining all tactical tools (in MS Access and MS Excel) for exposure measurement used globally. These tools are in place to (1) calculate counterparty exposures for particular product types, (2) update parameters that are used in counterparty exposure calculations and (3) assess model performance (back testing)

The Successful Candidate -

- You should possess a Quantitative / Financial Undergraduate Degree / Postgraduate from IIT or similar with at least 2 years of work experience.

- The ideal candidate should have experience with at least one of the following OTC Derivatives (At least one asset class), Secured Financing Transactions Pricing models, Computation of risk metrics (e.g VaR, EPE, PFE, Greeks).

- Knowledge of SQL, advanced Excel,VB, Matlab would be an added advantage. Knowledge of risk mitigation practices and experience with Basel II/III initiatives would be considered advantageous.

What's on Offer - This is an excellent opportunity to develop your career and bring it to the next step within one of the most prestigious financial institutions in the world. You will enjoy a dynamic, international and exciting work environment with constant challenging opportunities.

To Apply - Click here to apply