Credit Risk Middle Office Role - Financial Services

Credit Risk Middle Office role - CRMO

Job Opportunity with Leading Financial services firm

Location : Mumbai

Experience : 2 to 8 Years

Roles & Responsibilities :

- Responsibilities include data analysis and governance which involves detection and resolution of risk data exceptions to improve the quality of counterparty exposures and capital Implementing data quality processes/procedures to ensure accuracy of credit data

- Capital assurance on regulatory capital (EEPE & sEEPE) and economic capital (Counterparty NCAT)

- Monitoring / investigation / analysis / resolution of credit exposure metrics (PFE, EE, Current Exp, GWWR, SWWR)

- Understand trade bookings and types to evaluate how exposures will feed and impact into Credit Risk systems across metric

- Conduct Stress Testing batch validation and provide supporting comments on the effects of scenarios & sensitivities on exposures

- Investigate, analyse and resolve data integrity issues and should be able to develop an understanding for data architecture and data flow

- Good understanding of Financial Products for E.g. Derivatives, SFT, etc.

- Advanced skills in PowerPoint and Excel together with basic SQL and Python (Object - Oriented programing)