365, BSS, KGiSL Campus, Thudiyalur Road, Saravanampatti, Coimbatore - 641 035, India.

+91 422 4419999

kG Hawes, 400 International Way, Suite #300 Springfield, OR 97477, United States.

+1 866-398-0494

500-325 Milner Avenue Toronto, ON, Canada M1B 5N1

+1 866-398-0494

KGiSL Juniper Building 23 San Andres St, Orange Walk Town Orange Walk District Belize C.A

+1 866-398-0494

  • Company :LEADING EUROPEAN FINANCIAL SERVICES COMPANY
  • Position:SENIOR ANALYST-MARKET RISK AND P&L
  • Location:ITPL, WHITEFIELD RD, BANGALORE
  • Education:GRADUATE OR POSTGRADUATE

    Responsibilities:

  • Prepare a daily Profit and Loss (P&L) report
  • Work with Shared Services and IT to identify and fix P&L problems for analysis
  • Assist with price verification of various types of financial products
  • Work on ad-hoc projects for Product Control Group
  • Process various products including various cash securities and derivative products including; Equity, OTC & FX Options, TRS, CDS, CDX, synthetic CDO's, MBS, Bank Debt, Debt Warrants, Convertible Securities, Corporate and Treasury Bonds and various other credit and equity products

    Ideal profile:

  • 1-3 years of relevant experience in investment banking domain
  • Should have worked with Product control for capital market products (Equity/Derivative/Bond/Fixed Income)
  • Experience in doing daily P&L monthly P&L for derivative products
  • OR
  • Experience working with Market Risk VAR (Value at Risk)
  • Market risk with CFA/FRM will be added as advantage
  • Willing to work in afternoon shifts (Cab facility provided)

    Profile:

  • Data quality check on bacardi batch / pricer / errors, shock update in Galaxy, script errors, Pre-Check on Market Data
  • Pre-certification on valuation across VAR/SVAR/STT on applications - Cubevac, Indus, Risk cube
  • Certification of all Risk metrics across all asset class [ desk confirmation for new trades/ booking/ modifications impacting VAR/SVAR/STT numbers]
  • Manual check of variations in level for VAR/SVAR/STT by doing sensi*shock analysis for huge moves
  • Intimating front office on limit breach (increase/decrease in consumption), providing analysis relating to breach- closing the breach in Collabris if the breach is Valid
  • Feeding the VAR/SVAR/STT figures in SGMR/Conso
  • Providing commentary on level moves / variation / threshold breach
  • Proactively monitor all the trading desks and alert Traders/Regional Counterparts and local management in case of move more than set threshold and consumption nearing limits (before limit breach).

    Requirements:

  • Proficiency in MS Office Tools (Especially MS Excel)
  • Strong knowledge about Financial Products used at an Investment Bank
  • Good understanding of accounting for various products of an investment bank
  • Experience in working on certification process
  • Demonstrate good organisational and Team management skills
  • Demonstrate Effective problem solving and analytical skill
  • Orientation to detail, pro-active, critical thinking
  • Willing to work in flexible shift (Afternoon shifts) – Cab facility provided

Apply Online