Crisil - Analyst - Financial Resource Management

Financial Resource Management (FRM) - Analyst

Job Duties :

- Responsible for supporting the Financial Resource Management (FRM) team under Global Markets

- Help with design and analysis of trades - analyse impact on risk capital, collateral optimization, portfolio analysis, initial margin, collateral haircuts

- Collating meaningful MI on the financial resources portfolio globally

- Replicating large derivatives portfolios vs. a counterparty with limited instruments to be able to assess various impacts afterwards

- The individual will be running various analysis to support the desk including data intensive analysis, portfolio analysis, correlation analysis, etc.

- Conduct counterparty level analysis of portfolios using FO pricing models

- Identify risk based compressions portfolios (IRS, XCCY, Inflation)

- Develop small tools / extend existing tools to make financial resources optimisation more efficient

- Update on a regular basis risks per counterparty for all products

- Maintain regular contact with project stakeholders.

Qualification : BE, BTech, MBA Finance

Skills Required :

- Quantitative aptitude: Relevant working experience in quantitative modelling and basic derivatives pricing models would be desirable

- Good understanding of global markets products across asset classes. Ability and willingness to develop an overall understanding of the parameters impacting derivatives pricings - have quantitative aptitude.

- Need bright analysts who understand trading process, think independently and can be trained for specific regulations and requirements of the desk.

- Have an understanding of the basic derivative pricing models and the mechanics and pricing of derivatives particularly interest rate derivatives

- Effective communication skills and the ability to work with senior management globally and act as a team player

- Ability and willingness to upgrade to various topics and develop an overall understanding of the parameters impacting derivatives pricings

- Good working knowledge of PowerPoint and Excel including macros development