Job Snapshot

Work Type:
Accountant - Financial
Job ID:

Job Summary

Risk Analyst

Exposure to work with closely with the DQAM capital and Credit team  
What will you get to learn?
Exposure to work with closely with the DQAM capital and Credit team which validates credit risk exposure variances for daily, Weekly, and monthly and adjusts exposure for regulatory RWA computation and Capital, Leverage & ICAAP reporting to PRA, FINMA and Fed.
Skills Required (Mandatory):
  • Post-Graduate degree in Finance/Statistics/Economics/Sciences/Engineering/Mathematics with completed CFA/ FRM/ Actuarial/ PRM qualifications
  • 3-5 years of work experience in a financial institution with good product knowledge of derivatives and lending products, demonstrating deep understanding of Counterparty Risk management tools and techniques & good analytics skills
  • Knowledge of Basel Capital ratios, Standardized approach, Shortcut approach and regulatory risk topics such as RWA, EPE & EE, Margining, Wrong way risk, Shortcut Exposure Method from Basel 3 regulations perspective.
  • Ability to work with large volumes of data using spread sheet and Database Query tools (MS Excel and Access) with basic VBA/Python/ R coding skills
  • Understands the value of diversity in the workplace and is dedicated to fostering an inclusive culture in all aspects of working life so that people from all backgrounds receive equal treatment, realize their full potential and can bring their full, authentic selves to work. This should be further elaborated on in your application.
  • You have strong communication skills including ability to interact successfully with partners with You are driven and strong personality able to move forward both existing processes as well as the related projects in parallel to each other while demonstrating strong communication skills and ability to interact successfully with partners.
  • CFA/ FRM/ Actuarial/ PRM qualifications.
  • Strong presentation and communication skills
  • Ability to drive discussions linked to change and build views
  • Basic understanding of Basel regulations

Experience: 3-5 Years

Job Location: Pune, India Work Timings: 9.00AM to 6.00 AM.

Notice Period: Immediate to 15 days. 

Roles and Responsibilities

As part of the CRCO DQAM, team members will be responsible for the below:

  • To validate credit risk exposure calculation at a counterparty and a portfolio level across various business lines like Prime Brokerage, repo ,SLB from regulatory perspective using different methodologies like HISt SIM, CEM etc.
  • To validate end-to-end data flow and functioning logic of our proprietary Credit Risk Management tool
  • To be able to re-compute credit risk exposures for data quality or methodology issues. 
  • To analyse EAD/Expected Positive Exposure of traded products and provide qualitative commentary for Day on Day, Week on Week and Month on Month exposure moves.
  • Demonstrate Ownership of Exposure outputs by analysing the same for Default Risk RWA.
  • Identify and facilitate resolution of issues leading to anomalous Exposure values and calculation of indicative exposures by using advanced simulation tools and models for factor based
  • Develop practical solutions to regulatory requirements for Capital-related reporting.
  • Interaction with various stake holders like - Credit Analytics, Capital Reporting, Credit Risk Reporting, Credit Risk managers, data suppliers and process teams responsible for key data sources and processing.
  • We are a department which values Diversity and Inclusion (D&I) and is committed to realizing the firm’s D&I ambition which is an integral part of our global Conduct and Ethics Standards.

About Aston Carter

At Aston Carter, we have an unrivalled commitment to deliver world-class professional talent and staffing services to our clients. Aston Carter is a distinguished global provider of top talent to companies requiring highly specialised professionals across a range of disciplines, including Accounting & Finance, Banking & Financial Services, Business Support, Communications, Digital, Human Resources, Marketing, Operations, and Sales. Aston Carter is an Allegis Group company. We embrace people from diverse backgrounds. Together we create an inclusive workplace where employees can bring their authentic self to work every day and thrive for success.