Key responsibilities will include:

As part of this role, the candidate would be expected to perform in-depth investigation to identify the cause for excesses. The candidate would also be expected to investigate and respond to any ad-hoc queries relating to the value or quality of exposures computed by the systems.

  • Investigate and validate the exposure values and understand what causes the level of an exposure or the increase in the value of an exposure
  • Responsible for understanding and explaining the different types of exposures and their calculation methodology used by different applications in the firm to the stakeholders
  • Understand and follow the policies and procedures relating to monitoring for excesses
  • Responsible for maintaining relationships and communicate clearly with stakeholders. Understand the way business teams book trades and communicate the reasons for exposures to be high
  • Responsible for identifying causes for the incorrect exposures and getting them resolved
  • Ad-hoc queries emailed to the team need to be investigated and resolved promptly
  • Responsible for clearly documenting and improving the processes followed by the team for investigations and resolutions

About you:

Understanding of derivative pricing. Understand Potential Future Exposure (PFE), Mark to Market (MTM) calculations for derivatives and how they are affected by different movements in the market.

We want to hear from you if you have:

  • 2-4 years of experience
  • Degree in a quantitative discipline: statistics, mathematics, finance or relevant post graduate study
  • A sound understanding of financial markets
  • Sound understanding of financial derivatives and how they are priced
  • Excellent written and verbal communication skills, and the ability to effectively tailor communications to a diverse range of business and technical stakeholder groups
  • High attention to detail
  • The ability to understand and communicate complex concepts
  • Ability to work within deadlines

looking for candidates with experience in Derivative pricing

understanding of validating value of exposure to the policies on risk appetite

also known as counterparty risk or market risk. 

Job Location: Gurgaon
Experience (Years): 2-4 Years

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