Counterparty Risk Analyst & Lead Analyst
Major Activitie
- sCounterparty Risk Analysis
- :Financial Product and pay-off analysis of derivatives on various underlying assets
- .Document and provide commentary on the analysis performed
- .Answer to Sales requests or any other queries
- .Credit risk metrics computation
- :Compute and certify metrics such as EE, PFE, Loan-to-Value
- .Document and provide commentary on the figures
- .Respond to Risk Managers or Front-Officers requests and queries
- .Reporting & Controls
- :Various reporting of Asset and Pay-off analysis to the client and internal partners
- .Continuous improvement
- :Support potential system information upgrades or business evolution
- .Document and update operational procedures
.
Backgrou
- ndBackground in a quantitative role within risk management or valuations across asset classes i.e., equities/rates/fx/credit in a financial institutio
n.
Techni
- calKnowledge of exotic derivatives payoffs across asset classes and their embedded risks is a pl
- us.Good understanding of different measures of Counterparty Credit Risk (EE, PFE, EEPE, et
- c).Hands-on with MS Excel, VBA is a must. Knowledge of Python is a pl
- us.Must have experience in EAD , R
WA.
