RSK Associate -Risk Methodology Group

Role & Responsibilities:

This role will focus on the SFT side of the business from counterparty risk point of view;
Provides analysis and consultation on counterparty credit risk quantification and participate in global efforts on modelling counterparty credit risk exposure.
Work closely with model Global development teams on implementation of models and systems.
Work on various regulatory requirements including Back testing, Model reviews,
Calibration, User Acceptance Testing, Documentation of models.
Work on ad hoc risk models as per business requirements.

Mind Set:
Mandatory:
5+ years of experience working within risk domain, preferably counterparty risk
Knowledge of Bonds/Repos, HCs, Stochastic Calculus, Counterparty exposure concepts, Regulatory regime
Knowledge of fixed income including pricing various traded bonds ranging from vanilla to exotic
Proficiency in Excel-VBA/Python
Strong verbal and written communication skills

Desired:
Delivery focussed with the ability to work well under pressure and meet deadlines under compressed timescales
Organisational skills, multi-tasking and detail oriented