Implementation of IRRBB (Interest Rate Risk in Banking Book) regulatory requirements for Corporate Banking
Develop a framework to project Net Interest Income for the bank based on banking book trades
Identify risk factors and run what-if scenarios to analyze potential loss
End of Day Risk and PnL calculation for various products for the Global Transaction Banking business
Optimize funding requirements for the business from internal Treasury
Optimize institutional loan profiles based on deposits profile and regulatory requirements per region
Your skills and experience
Technical Skills -
Strong programming skills in any Object Oriented Programming language (C++//Python) with proven experience of at least 2 years in financial industry or Product based company
Good knowledge of Data Structures & Algorithms, Memory optimization etc
Experience of working with relational databases (Oracle, Mysql) is a plus
Quant/Analytical Skills -
Good quantitative skills in Probability, Calculus, Linear algebra
Knowledge of Financial products and pricing/risk calculation is a plus
Behavioral Skills -
Strong communication skills and presentation ability with attention to detail
Good problem solving instincts and strong analytical skills
Inclination to learn Finance and econometrics on the job
Educational Qualification -
Strong educational background in Engineering/Science, preferably from Tier 1 colleges in India
How we ll support you
Training and development to help you excel in your career
Flexible working to assist you balance your personal priorities
Coaching and support from experts in your team
A culture of continuous learning to aid progression
A range of flexible benefits that you can tailor to suit your needs