Manager - Python & Derivatives - Collateral Optimization - Investment Banking

Hiring Manager - Python & derivatives - Collateral optimization - Mumbai

Skills that will help you in the role :

- Excellent knowledge of Investment Banking Markets businesses

- Understanding of EMIR, Dodd-Frank regulatory reforms including margin for non-centrally derivatives

- Understanding of OTC derivatives pricing, risk including value-at-risk, historical simulation and VCV (variance covariance)

- Understanding of risk, margin and collateral management practices

- Understanding of OTC bilateral trade lifecycle & front-to-back flows

- Proficiency in MS PowerPoint, Word, Excel & Access

Desirable skills/Preferred Qualifications :

- Understanding of first and second order risk sensitivities

- Understanding of collateral management function

- Understanding of relational database & SQL coding

- Coding skills in Python or R