Analyst - GBS -R

Overview

The Analyst in the Counterparty Credit Risk and Portfolio Management (CCRPM) team within Global Markets and Financial Risk (GMFR) measures counterparty credit risk for the Markets division across all traded products and supports counterparty portfolio reviews and stress testing.

What you'll do

• Measure counterparty credit risk (CCR) for all lines of business in the Markets division covering fixed income, currency, commodities and equities.
• Assist in constructing counterparty credit risk portfolio reviews and specialized deep dives on specific counterparties.
• Present analysis to senior management, including Market Risk, Wholesale Credit, Enterprise Credit, Front Office Trading and Sales.
• Highlight areas that warrant additional investigation, monitoring and discussion, using techniques such as potential future exposure, stress testing, sensitivity analysis, wrong way risk and CVA.
• Assist in managing counterparty concentration limits at the counterparty level across asset classes.
• Support analysis and data requirements for ad hoc questions on reports from regulators, internal senior risk leaders and audit partners.
• Maintain and develop process documentation where needed.

What you'll need

• Bachelor's or Master's degree in Engineering, Commerce, CA or MBA from top tier colleges.
• 7-10 years of experience in capital markets operations with a thorough understanding of the trade life cycle.
• Solid understanding of derivative products with broad knowledge across asset classes (FX, rates, equity and credit).
• Strong computer skills (Office, VBA, Python, Bloomberg, SQL).
• Excellent written and verbal communication skills.
• Experience in market risk and credit risk related field.
• Experience working with large data sets and aggregating and synthesizing complex data from multiple sources.
• High level of proficiency with Microsoft Excel.
• Intellectually curious, with ability to investigate and develop root cause analysis for portfolio changes.
• Ability to influence co-workers across the global team and all levels of the organization, including escalation of issues.
• High level of attention to detail.

Nice to have

• Knowledge of counterparty risk measurement techniques on derivatives and financing transactions.
• Certifications such as CFA, FRM etc.
• Experience with regulatory reporting, regulatory exams and/or audit.
• Prior experience in a risk Senior Analyst role covering Global Markets products.

Details

• Location: Mumbai.
• Shift timings: 12 noon to 9pm IST.