RSK Associate -Risk Methodology Group

Role & Responsibilities:

• Focus on the SFT side of the business from a counterparty risk perspective
• Provide analysis and consultation on counterparty credit risk quantification and participate in global efforts to model counterparty credit risk exposure
• Work closely with global development teams on the implementation of models and systems
• Address various regulatory requirements, including Back testing, Model reviews, Calibration, User Acceptance Testing, and Documentation of models
• Work on ad hoc risk models as per business requirements

Mind Set:

Mandatory:

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

Desired:

• Delivery-focused with the ability to work well under pressure and meet deadlines under compressed timescales
• Strong organizational skills, multitasking abilities, and attention to detail