Pune, India

Senior Credit Analysis and Reporting – Investment Bank

Our client is a fastest growing leading international investment Bank. Due to continuous growth in the region, they are expanding their Pune team. Hence, they are looking to hire an individual who is responsible for validating credit risk exposure at a counterparty and reporting who brings 6 to 12 years of experience working in international banks.

Please contact Sona Somanath or email your cv directly in word format with job reference number JO0000006508 to riskandquants-in@theedgepartnership.com.

Please note that due to the high number of applications only shortlisted candidates will be contacted. If you do not hear from us in the next 5 business days, we regret to inform you that your application for this position was unsuccessful.

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Key responsibilities

Validating credit risk exposure calculation at a counterparty and a portfolio level across various business divisions like Prime Brokerage, OTC Derivatives, FX, Repo, ETFO, and SLB from Internal limit monitoring perspective using different methodologies like Monte Carlo, Historical Simulation etc.
Providing Monte Carlo exposure calculation tools requirements and test same tools in UAT phase.
Validating end-to-end data flow and functioning logic of our proprietary Credit Risk Management tool.
Re-computing credit risk exposures for data quality or methodology issues.
Analyzing Potential Exposure/Current Exposure of traded products and provide qualitative commentary for Day on Day, Week on Week and Month on Month exposure moves.
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.
Interacting with various business partners like – Credit Analytics, Credit Risk Reporting, Credit Risk managers, data suppliers.

Role requirements

Looking for an applicant who possesses a post-Graduate degree in Finance/Statistics/Economics/Sciences/Engineering/Mathematics with completed CFA/ FRM/ Actuarial/ PRM qualifications
Proven experience of at least 8 to 12 years in a financial institution with detailed product knowledge of derivatives and lending products, demonstrating deep understanding of Counterparty Risk management tools and techniques & good analytics skills
Knowledge of Basel Capital ratios, IOSCO, SACCR, Standardized approach, Shortcut approach and regulatory risk topics such as RWA, EPE & EE, Margining, Wrong way risk, Shortcut Exposure Method, SACCR, IOSCO, from Basel 3 regulations perspective.
The ability to work with large volumes of data using spread sheet and Database Query tools (MS Excel and Access) with basic VBA/Python/ R coding skills
Result oriented, dedicated, hardworking who can work on own initiative and can deliver on time with a high level of integrity and flexibility, sense of urgency, attention to detail and quality standards
Dedication to fostering an inclusive culture and value varied perspectives.

Pune, India

Senior Credit Analysis and Reporting – Investment Bank

Key responsibilities

Role requirements

Apply for this Job

Senior Credit Analysis and Reporting – Investment Bank

Pune, India

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