Job Title

RSK-Risk Methodology Group

Job Code

13482

Country

IN

City

Mumbai

Skill Category

Risk

Position Specifications

- Corporate Title Associate
- Functional Title Associate
- Experience 3 5 years

Qualifications
- MBA from a reputed institute / master's in financial engineering / CA

Role Responsibilities
- Monitor analyse client portfolios in terms of credit exposures (CE, PE, EE, etc.), risk profiles and margin levels and provide commentary on the drivers for the risk exposure and daily moves
- Quantify and provide appropriate haircut levels for securities financing transactions, likewise calculate initial margin for all OTC trades with hedge funds and other clients.
- Participate in margin methodology development, enhancement of existing margin models and their documentation
- Manage risks for the firm's portfolio of collateralized transactions through relevant portfolio analysis using different parameters such as credit risk metrics, VaR, stress liquidation scenarios,



etc. and its reporting.
- Understand the rules regulations of various regulatory bodies (such as JFSA, PRA, BaFin , SEC) applicable for Regulatory Credit Risk Exposure Capital calculations and ensure its correct implementation for the trade portfolios.
- Work with various risk managers and other stakeholders to address their requests for additional analysis based on specific needs as they arise.
- Automate/Simplify/Standardize risk management processes wherever possible to create efficiency and focus on risk analysis mitigation strategies

Disclaimer : This job posting has been aggregated from external source. Role details, content, and availability are subject to change. Applicants are advised to confirm the latest information directly on the company website before applying.

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