Search Jobs
New User? Register Now

Clicking apply will take you to the company’s website

Not Disclosed by Recruiter Posted 15 days ago Job Applicants: 70 Job Views: 314

Job Description

 
Send me Jobs like this
    Education:

    BE, ME, M Tech, B Tech, MBA

    Preferred:

    FRM/ CFA is preferred, Degree in financial mathematics, quantitative finance is ideal

    Key Responsibilities:

    Understand, analyze and explain counterparty mark-to-future exposures on derivative books to regional users

    Dwell deep into the Potential Future Exposure/ EPE/ EAD/ RWA calculation methodologies for Credit risk/ BASEL 3 and be able to verify, cross check the exposure profiles generated by the systems

    Where feasible develop excel prototypes to generate exposure profiles for basic products

    Ability to trace the changes in day to day exposures to changes in markets, books and or agreements

    Work closely with developers to improve/ refactor code base and ensure agreed changes are manifested correctly by looking analyzing post release exposure numbers

    Conduct meeting with clients and key stakeholders to gather requirements, analyze, finalize and receive formal sign-off s from approvers

    Translate requirements into Business Requirement Document [BRD], Functional Requirement Document [FRD] and/ or Minor Development Document [MDD]

    Facilitate and drive project meetings with both business and technology teams

    Develop and review test scripts with business users as well as technology team. Execute test scripts for System Integration Test (SIT) and User Acceptance Test (UAT)

    Co-ordinate and/ or conduct the Production Acceptance Testing (PAT) with the business users

    Creates flow diagrams, structure charts, and other types of system or process representations

    Manage changes to requirements and baseline through a change control process

    Ability to read code

    Experience:

    5-8 years

    Domain Experience:

    Financial Risk Management

    Credit Risk Calculation for Daily Risk Management

    Knowledge of Security Finance Transaction (SFT) & Derivative products

    Through knowledge of Repo, Reverse Repo, Securities Financing and knowledge of Derivatives such as Options, Forwards, Futures and Swaps and their documentation, life cycle and risk characteristics.

    Excellent verbal and written communication skills

    Understanding of Basel II and/ or 3 regulations

    Exposure to Use cases, QA and UAT of projects

    Deep working experience of flow charting, Visio, MS-Office applications, Excel, VBA

    Knowledge of Financial Products:

    Credit risk methodologies

    Basel Risk Calculations

    Other Key Skill:

    SDLC Aware & co-ordination and working with remote teams

    Knowledge of quality issues in software development

    Personal Skills:

    The successful candidate must:

    Work to agreed deadlines as part of the remote development environment

    Have experience of working co-operatively in small to medium sized teams

    Be able to work on own initiative

    Be Self-motivated and proactive

    Be passionate about Financial Products Knowledge

Salary: Not Disclosed by Recruiter

Industry: Banking / Financial Services / Broking

Functional Area: IT Software - Application Programming , Maintenance

Role Category:System Design/Implementation/ERP/CRM

Role:Business Analyst

Employment Type: Permanent Job, Full Time

Keyskills

Desired Candidate Profile



    Education:

    BE, ME, M Tech, B Tech, MBA

    Preferred:

    FRM/ CFA is preferred, Degree in financial mathematics, quantitative finance is ideal

    Key Responsibilities:

    Understand, analyze and explain counterparty mark-to-future exposures on derivative books to regional users

    Dwell deep into the Potential Future Exposure/ EPE/ EAD/ RWA calculation methodologies for Credit risk/ BASEL 3 and be able to verify, cross check the exposure profiles generated by the systems

    Where feasible develop excel prototypes to generate exposure profiles for basic products

    Ability to trace the changes in day to day exposures to changes in markets, books and or agreements

    Work closely with developers to improve/ refactor code base and ensure agreed changes are manifested correctly by looking analyzing post release exposure numbers

    Conduct meeting with clients and key stakeholders to gather requirements, analyze, finalize and receive formal sign-off s from approvers

    Translate requirements into Business Requirement Document [BRD], Functional Requirement Document [FRD] and/ or Minor Development Document [MDD]

    Facilitate and drive project meetings with both business and technology teams

    Develop and review test scripts with business users as well as technology team. Execute test scripts for System Integration Test (SIT) and User Acceptance Test (UAT)

    Co-ordinate and/ or conduct the Production Acceptance Testing (PAT) with the business users

    Creates flow diagrams, structure charts, and other types of system or process representations

    Manage changes to requirements and baseline through a change control process

    Ability to read code

    Experience:

    5-8 years

    Domain Experience:

    Financial Risk Management

    Credit Risk Calculation for Daily Risk Management

    Knowledge of Security Finance Transaction (SFT) & Derivative products

    Through knowledge of Repo, Reverse Repo, Securities Financing and knowledge of Derivatives such as Options, Forwards, Futures and Swaps and their documentation, life cycle and risk characteristics.

    Excellent verbal and written communication skills

    Understanding of Basel II and/ or 3 regulations

    Exposure to Use cases, QA and UAT of projects

    Deep working experience of flow charting, Visio, MS-Office applications, Excel, VBA

    Knowledge of Financial Products:

    Credit risk methodologies

    Basel Risk Calculations

    Other Key Skill:

    SDLC Aware & co-ordination and working with remote teams

    Knowledge of quality issues in software development

    Personal Skills:

    The successful candidate must:

    Work to agreed deadlines as part of the remote development environment

    Have experience of working co-operatively in small to medium sized teams

    Be able to work on own initiative

    Be Self-motivated and proactive

    Be passionate about Financial Products Knowledge

Education-

UG: B.Tech/B.E. - Computers

PG:MBA/PGDM - Any Specialization

Company Profile:

Citicorp Services India Pvt Ltd

Citicorp Services India Pvt Ltd
View Contact Details
New User? Register Now

Clicking apply will take you to the company’s website


IEIL has taken all reasonable steps to ensure that information on this site is authentic. Applicants are advised to research bonafides of advertisers independently. IEIL shall not have any responsibility in this regard. We also recommend that you visit Security Guidelines and Terms and Conditions for more comprehensive information on this aspect.

Get Better Jobs & Higher Salaries. Suggested courses

-or-
Max 2MB, doc, docx, rtf, pdf
We will create your profile