Executive - Derivative Pricing/Credit Risk - BFS

Understanding of derivative pricing. Understand Potential Future Exposure (PFE), Mark to Market (MTM) calculations for derivatives and how they are affected by different movements in the market.

Requirement :

- 2 - 4 years of experience

- Degree in a quantitative discipline: statistics, mathematics, finance or relevant postgraduate study

- A sound understanding of financial markets

- Sound understanding of financial derivatives and how they are priced

Key responsibilities will include:

- As part of this role, the candidate would be expected to perform an in-depth investigation to identify the cause for excesses. The candidate would also be expected to investigate and respond to any ad - hoc queries relating to the value or quality of exposures computed by the systems.

- Investigate and validate the exposure values and understand what causes the level of exposure or the increase in the value of an exposure

- Responsible for understanding and explaining the different types of exposures and their calculation methodology used by different applications in the firm to the stakeholders

- Understand and follow the policies and procedures relating to monitoring for excesses

- Responsible for maintaining relationships and communicate clearly with stakeholders. Understand the way business teams book trades and communicate the reasons for exposures to be high

- Responsible for identifying causes for the incorrect exposures and getting them resolved