About the role
Role
As an Analyst in Bangalore CRF Ponderation team, your main missions will be to:
Counterparty Credit risk metrics computation
·Compute CCR metrics such as EE (Expected Exposure), PFE (Potential Future Exposure) and Country Risk for various Exotic Derivatives
·Compute LTV (Loan to Value) for various financial assets like Bonds, Funds and Structured Products.
·Document and provide commentary on the figures.
·Respond to Risk Managers or Front-Officers requests and queries.
Counterparty Risk Analysis
·Perform financial product and payoff analysis across multiple asset classes, including Equities, Rates, Foreign Exchange, Credit and commodities.
·Analyze the risk characteristics and exposure profiles of derivative instruments.
·Document analytical findings and communicate conclusions to business stakeholders.
·Support Sales and Risk teams by providing quantitative analyses and explanations.
Reporting & Controls
·Prepare and deliver recurring and ad-hoc reports related to asset and payoff analysis.
·Ensure the accuracy, completeness, and consistency of risk reports.
·Support operational controls and quality assurance activities around risk production processes.
Continuous improvement
·Support potential system information upgrades or business evolution
·Maintain scripts, methodology and operational documentation.
Requirements
Background
·Background in a quantitative role within risk management, market risk, counterparty risk, valuations, or financial product analysis within a financial institution is preferred.
·Knowledge of financial markets and derivative products across multiple asset classes
Technical
·Understanding of CCR concepts such as EE, PFE, EEPE, Wrong Way Risk and Country Risk.
·Understanding of CCR risk mitigants such as netting, collateral, and MPoR.
·Knowledge of derivative products and payoff structures.
·Strong analytical and quantitative skills.
·Advanced proficiency in Microsoft Excel.
·Knowledge of VBA and Python.
Soft skills
·Strong analytical and problem-solving capabilities.
·Attention to detail and commitment to accuracy.
·Excellent written and verbal communication skills.
·Ability to work collaboratively in a global environment.
·Proactive mindset with a continuous improvement orientation.