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Immediate10 Openings for Risk Analyst 2

1 - 4 yrs
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Not Disclosed by Recruiter Openings: 10 Posted 16 days ago Job Applicants: 1488 Job Views: 1500+

Job Description

 
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    Key Responsibilities
    As part of the CR EPE Moves Analysis team members will be responsible for the below:
    Validate credit risk exposure calculation at a portfolio level across various business lines like Prime Brokerage, ETFO, OTC Derivatives, FX, Repo, SLB, from a system, business and methodologies perspective
    Validate end-to-end data flow and functioning logic of our proprietary Credit Risk Management tool
    To be able to re-compute credit risk exposures time to time as required
    Analyze Potential Exposure/Expected Positive Exposure of traded products and provide qualitative commentary for day on day, Week on Week and Month on Month exposure moves.
    Demonstrate Ownership of Potential Exposure & Expected Exposure outputs by analysing the same for Default Risk RWA, CVA RWA and ICAAP reporting perspective
    Identify and facilitate resolution of issues leading to anomalous Exposure values and calculation of indicative exposures by 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
    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, EPE & EE from Basel 3 regulations perspective
    Good understanding of Basel3 regulations along with Margining, Wrong way risk, CCP default waterfall, Treatment of Re-securitized collateral, Shortcut Exposure Method, IOSCO, Capital Buffers, Leverage ratio in counterparty credit risk space is a must.
    Communication skills at all levels including ability to interact successfully with stakeholders outside team

    Desired Skills and Qualifications:
    Completed or currently taking the CFA, FRM, Actuarial, PRM qualifications
    SQL knowledge


Salary: Not Disclosed by Recruiter

Industry: Banking / Financial Services / Broking

Functional Area: Other

Role:Other

Employment Type: Permanent Job, Full Time

Keyskills

Desired Candidate Profile

    Please refer to the Job description above
Company Profile:

Collabera Technologies Private Limited

Since 1991, Collabera has been a leading provider of IT staffing solutions and services. We are known for providing the best staffing experience and taking great care of our clients and employees. Our client-centric model provides focus, commitment and a dedicated team to help our clients achieve their business objectives. For consultants and employees, we offer an enriching experience that promotes career growth and lifelong learning.

Company Snap Shot:
 Over 14,000 professionals in over 50+ locations across 3 continents
 Top 10 U.S. IT Staffing Firm
 Largest minority-owned U.S. IT Staffing Firm
 Top supplier to Fortune 500 companies
 Staffing Industry Analysts' "Best Staffing Firms to Work For" recognition 6 years in a row

To know more about Collabera, I would encourage you to visit us on www.collabera.com.
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Job Posted by

Namrata Pandey Recruitment Consultant Collabera Technologies Private Limited Gujarat - Other

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