Verified Job
Accounting - Finance
Counterparty Risk Coverage EMEA Analyst
Accounting - Finance
#246918
Remote / WFH
Job Description
The Counterparty Risk Coverage team is looking for an Analyst in Mumbai to support counterparty credit risk exposure and stress analysis for the EMEA region. The candidate will work collaboratively to cover all counterparty credit risks within the region with an emphasis on the activities of bilateral OTC derivatives and securities financing transactions (SFT). The job requires regular interaction with sales and marketing, trading, credit officers, market risk and quantitative research.
Responsibilities
• Perform quantitative risk analyses of the portfolio to identify key risks, concentrations, and compile risk commentaries.
• Monitor markets and geopolitical developments and assess impact on client portfolios.
• Conduct pre-trade analysis on complex OTC derivative and securities financing transactions using internal credit risk modelling and front office pricing systems.
• Liaise with sales, structuring, legal teams, and risk managers to understand structural features and risk mitigants to be incorporated in credit exposure modelling.
• Manage responses to bespoke client requests on the firm's initial margin methodologies.
• Understand and enhance stress methodologies in line with market movements for different underlying across asset classes.
• Conduct deep dives on exotic/structured areas of the portfolio to support the portfolio risk management mandate of the team.
• Involvement in strategic projects aligned with the team's responsibilities
• Drive the development of appropriate analytical tools to enhance the overall efficiency of the team.
What We Look For In Strong Candidates
• Bachelor's degree in a discipline such as Financial Engineering, Mathematics, Physics, Statistics, Engineering, Finance and/or Economics.
• Possess strong analytical, quantitative, and problem-solving skills
• Proficiency in Microsoft Office Suite, especially Excel, PowerPoint, and Word
• Knowledge of programming languages (python, SQL, R etc.) and software packages such as Alteryx, Tableau etc.
• Knowledge of trading products, spanning derivatives on the major asset classes (interest rates, equities, credit, commodities, FX) and repos, including exotic structures on these.
• Highly motivated with a natural passion to learn and an inquisitive personality
• Strong interpersonal skills and an ability to work well in a team environment
• Strong sense of accountability and ownership of tasks
• Interest in client interaction with strong verbal and written communication skills
• Capable of understanding, describing, presenting, and debating complex concepts
• Ability to perform well under pressure in a demanding environment managing multiple tasks at the same time
• Strong attention to detail and an excellent work ethic
• Master's degree, CFA, CQF or FRM designations are a plus.
Responsibilities
• Perform quantitative risk analyses of the portfolio to identify key risks, concentrations, and compile risk commentaries.
• Monitor markets and geopolitical developments and assess impact on client portfolios.
• Conduct pre-trade analysis on complex OTC derivative and securities financing transactions using internal credit risk modelling and front office pricing systems.
• Liaise with sales, structuring, legal teams, and risk managers to understand structural features and risk mitigants to be incorporated in credit exposure modelling.
• Manage responses to bespoke client requests on the firm's initial margin methodologies.
• Understand and enhance stress methodologies in line with market movements for different underlying across asset classes.
• Conduct deep dives on exotic/structured areas of the portfolio to support the portfolio risk management mandate of the team.
• Involvement in strategic projects aligned with the team's responsibilities
• Drive the development of appropriate analytical tools to enhance the overall efficiency of the team.
What We Look For In Strong Candidates
• Bachelor's degree in a discipline such as Financial Engineering, Mathematics, Physics, Statistics, Engineering, Finance and/or Economics.
• Possess strong analytical, quantitative, and problem-solving skills
• Proficiency in Microsoft Office Suite, especially Excel, PowerPoint, and Word
• Knowledge of programming languages (python, SQL, R etc.) and software packages such as Alteryx, Tableau etc.
• Knowledge of trading products, spanning derivatives on the major asset classes (interest rates, equities, credit, commodities, FX) and repos, including exotic structures on these.
• Highly motivated with a natural passion to learn and an inquisitive personality
• Strong interpersonal skills and an ability to work well in a team environment
• Strong sense of accountability and ownership of tasks
• Interest in client interaction with strong verbal and written communication skills
• Capable of understanding, describing, presenting, and debating complex concepts
• Ability to perform well under pressure in a demanding environment managing multiple tasks at the same time
• Strong attention to detail and an excellent work ethic
• Master's degree, CFA, CQF or FRM designations are a plus.
