Risk Anaylist

 
Location: Pune, Maharashtra
Posted On: 6/9/2017
Job Code: Risk Anaylist
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Job Description
 
• Understand credit risk exposure valuation at a portfolio level across various business lines like Prime Brokerage, ETFO, Derivatives, FX, Repo, SLB, from a system, business and methodologies perspective
• Understand end-to-end data flow and functioning logic of our proprietary Credit Risk Management tool
• Analysis of PE/EPE (& hence RWA and capital) of the Investment bank and commentary day on day (based on daily trend reports).
• Ownership of PFE & EPE outputs and analysis and Preparation of daily monthly Exposure analysis packs and presentations
• Identify and facilitate resolution of anomalous EPE values and calculation of indicative exposures till incorrect. This is done using advanced simulation tools and models for factor based, sensitivity based (Historical simulation) and Monte Carlo (Taylor series approximation and/or Partial revaluation) risk calculators
• Providing subject matter expertise and analytics support to Finance and CVA team regarding risk and regulatory topics or initiatives
• Develop practical solutions to regulatory requirements for Capital-related reporting
• Interaction with data suppliers and process teams responsible for key data sources and processing
Category:Non-IT  code:new
 
 
Job Requirements
 
 
Essentials Skills and Qualifications:
• Strong analytical skills to identify the scope of issues and ability to provide appropriate solutions
• Good knowledge of financial products across various asset classes
• Sound understanding of life cycle of a trade and risk management concepts
• Ability to work with large volumes of data using spread sheet and Database Query tools (MS Excel and Access)
• Knowledge of regulatory risk topics such as RWA, PFE and EPE
• Experience of working with the output of finance and risk systems
• Driven and strong personality able to move forward both existing processes as well as the related projects in parallel to each other
• Communication skills at all levels including ability to interact successfully with stakeholders outside team
 

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Recruiter
Jaya Rupani
 
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