ENO Risk Analyst

ENO Risk Analyst

Risk Analytics and Reporting is a unit within the CRO Division. We are responsible for developing and documenting the methodologies used to measure credit risk as well as for reporting on those risks .... is exposed to. These activities involve frequent interaction with a number of significant stakeholders such as front office, credit risk management, financial accounting as well as auditors and regulators.

Given enhanced regulatory scrutiny of large banks, our area has seen a substantial increase in the number of regularly required reports as well as the number of ad-hoc requests especially from regulators. We are therefore looking to expand our team to cope with the additional workload and at the same time remain proactive in further developing the methods we apply in measuring and managing our risks.

The team in Mumbai will be part of the global Credit Risk Analytics IB team.

- The primary role of the team is to measure and verify counterparty credit risk for the investment bank.

- The objective of the role is to work closely with the colleagues in London and to provide top class level of service to internal clients.

- The end result should be to positively impact their capacity to deliver further.

The role encompasses :

- Manual calculation of counterparty exposure for portfolios where the automated system calculation is not adequate.

- These exposure figures are to be updated regularly to ensure estimates of counterparty risk remain accurate

Will need to take responsibility of any tasks and see it through. Be a thinker and take proactive steps to improve process continually in order to take it to the next level.

- Good derivatives knowledge

- Good knowledge of risk sensitivities

- MBA/Analytical/Numerical degree

- Knowledge of counterparty exposure modelling

- Good MS Office Skills

- Good Communication skills

Salary Max 12L

Please send your CVs to anuradhar@ikyaglobal.com or contact 022 42315533