Business Analyst Quant_GRC Job in Infosys
- Best infosystems
- 3 to 8 Yrs
- All India
- 12 months ago
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Job Description
- At least 3-8 years of experience in market risk measurement within an investment bank or other financial institution; previous VaR or Credit Risk experience is required. Knowledge in Asset Classes ( any 1-2 of these) Equity, Fixed Income, FX, Commodities, Derivatives & Structured Products. Experience & knowledge of Fixed Income and Derivatives especially Corporate Bonds, Interest Rate derivatives, Total Return Swaps (TRS), Credit Derivatives, CVA, FVA etc. Basic understanding of pricing and valuation of these products. Understanding of key risk/profitability concepts such as Probability of Default, Event of Default, Jump to Default, Present Value of basis point, Mark to Market, volatility, Yield curve, parallel and point shifts in yield curve etc. Ability to dissect price of a security onto its various constituent components such as interest rate curves and the corresponding relevant term structure sensitivity. A higher degree in one of those areas or in finance or a professional qualification e.g. CFA, FRM, PRIMA would be an advantage General knowledge of risk issues and investment products, together with some programming skills would be also desirable. Ability to work well in a team and building relationships. Ability to produce high quality, accurate work, under pressure and to tight deadlines. Willingness to question and challenge the status quo and ability to provide alternative approaches.,
Employement Category:
Employement Type: Full timeIndustry: BFSIRole Category: Not SpecifiedFunctional Area: Not SpecifiedRole/Responsibilies: Business Analyst Quant_GRC Job in Infosys atContact Details:
Company: InfosysLocation(s): All India+ View Contact
Keyskills: VaR Credit Risk Equity Fixed Income FX Commodities Derivatives Structured Products Corporate Bonds Interest Rate Derivatives Total Return Swaps Credit Derivatives CVA Pricing Valuation Volatility
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