Manager - Trade Risk/Credit Risk & Market Risk - BFS

Job role :

- Job holder will be responsible for producing consolidated information and reports to the Global team which are in the form of Market risk, Traded Risk, VaR etc.,

- This includes Preparation and analysis of accurate and timely daily market risk and VaR reports on a daily basis and provide comments on the changes of such risk as well.

- Will also be preparing reports such as Issuer Risk reports, EAD reports and other Credit Risk reports etc.,

Desired Skill Set :

- Good understanding and experience in credit risk measures like PD, EAD, LGD, Expected Loss, Unexpected Loss, credit risk concepts like counterparty credit risk, credit derivatives, market risk measures such as present value of a basis point (PVBP) and VAR

- Detailed understanding of the valuation of capital markets and derivative products is required.

- Should have good work experience in Excel and VBA macros for the purpose of report creation and generation.