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It Ba - Otc Derivatives- For A Global Bank @ Careers Unlimited

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 It Ba - Otc Derivatives- For A Global Bank

Job Description

Analyze & explain counterparty mark-to-future exposures on derivative books to regional users.Dwell deep into Potential Future Exposure/EPE/EAD/RWA calculation methodologies for Credit risk/BASEL 3. Trace market changes, Improve/refactor code.JD avbl

Required Candidate profile

FRM/CFA is pref, Deg in financial mathematics, quantitative finance ideal.Financial Risk Management, Credit Risk Calculation for Daily Risk Management, Knowledge of Security Finance Transaction (SFT) & Derivative products, Options, Forwards, Futures.

Job Classification

Industry: Banking, Financial Services, Broking
Functional Area: Analytics & Business Intelligence,
Role Category: Analytics & BI
Role: Analytics & BI
Employement Type: Full time

Education

Under Graduation: B.Tech/B.E. in Computers
Post Graduation: Other, MBA/PGDM in Finance, M.Tech in Computers
Doctorate: Any Doctorate in Any Specialization, Doctorate Not Required

Contact Details:

Company: Careers Unlimited
Location(s): Pune

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Keyskills:   PAT EAD UAT MS - Office applications Derivatives Visio MDD VBA. Excel Potential Future Exposure BRD flow charting FRD Basel Iii EPE RWA OTC SIT

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₹ 22,50,000 - 25,00,000 P.A

Careers Unlimited

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