Senior Manager - Credit Risk Product Control - Investment Bank

Level : Sr Manager

Exp : 6+ yrs

Location : Gurgaon

Shift : 12.30 PM- 9.30 PM

Role :

Looking for people with strong Product Control exp

- BE/B.tech is preferred, but can also look for MBA/CA

Responsibilities for this role will initially require an associate to perform daily business as usual operations which entails running of reports and interacting with various stakeholders to refine existing processes. Also, individual will be accountable for the success of small projects or sections of larger ones & responsible for the quality and timeliness of all project deliverables.

Mandatory skills :

- Basic Understanding of Credit (counterparty) risk and credit derivatives used in hedging

- Knowledge of financial instruments including the valuation of OTC derivatives in IR, FX, Credit

- Knowledge of Pricing vanilla derivative products like Futures, Options, Indexes, CDS, FRAs, SWAPs, SWAPTIONs, CAPs/FLOORs. Knowledge of Financial Risk Management.

- Knowledge of Interest Rates, Credit spreads, bond pricing, etc.

- Understanding of XVA's such as CVA, FVA, KVA etc

- Strong Technical Skills including: Excel/VBA programming

- Ability to write SQL queries, understand types of joins, case statements and aggregation functions

Desired skills :

- Strong organizational skills

- Comfortable working under tight deadlines

- Detailed Oriented