About the Role
Description
Market/Counterparty Risk modelling team , is a key member of the Risk Modelling Team Responsible for acting as an individual contributor in the development and maintenance of high quality risk analytics for Market Risk modelling and Counterparty Credit Risk Modelling. Resolves complex issues in Risk system, enhancement in quantitative methodologies or other aspects of risk measurement.
Job title - Senior Analyst/Associate Consultant
Location Bangalore
Experience 2-5 years of relevant experience
Major Duties
◼ Responsible for Capital Market model development for bank’s trading derivative products (FX and Interest Rate Derivative), and securities lending portfolio including equities. Fixed income and securitized issues. Ensures regular production of analytical work. Development of daily trading limit models , Initial Margin models for uncleared trades and Basel regulatory exposure calculation tools (EAD). Collaborates...
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