Connecting Talent with Opportunity

Job Detail


Salary 10-18 lpa

  • Mumbai
  • 13 Sep 2018


JobRef 13-09-2018

 Your Role

·       Daily monitoring, review of margin and changes in risk and portfolio composition for Un cleared Swap Margin clients.

·       Understand deeply and contribute to build out of the Sensitivity based Margin Methodology in practice from ISDA for Un cleared Margin products.

·       Work closely with the Un cleared Margin programme team to research, analyze and document key business requirements

·       Perform daily analysis on huge Margin movements in Clients portfolio by understanding the various methodologies /Strategies like Standardized Initial Margin Model (SIMM), Convert Arb, ADTV, IR, FX, Bond/CDS and give approval to ops to issue the margin calls/ reports to clients

·       Perform risk & margin analysis by working with a range of stakeholders internally & externally

·       Create communication & presentation materials going through analysis, key requirements & findings for multiple levels of stakeholders

·       Liaise with technology teams in order to drive functional specifications and delivery.

·       Develop, enhance and understand the internal tools developed b the team to manage daily margin signoffs and analysis. The tools are mainly on SQL based dashboards.


Essential Skills

·       Undergraduate Degree (or equivalent)

·       Experience working within front office or suitable business or model focused quantitative role. Experience of managing a complex regulatory driven processes

·       Experience in building risk, margin models  methodologies and technical understanding

·       Understanding of OTC derivatives products, risk and regulations. Excellent knowledge of Markets businesses. Relevant knowledge of model methodologies

·       Understanding of EMIR, Dodd-Frank regulatory reforms. Understanding of derivatives pricing, risk including value-at-risk, historical simulation and VCV (variance covariance)

·       Understanding of risk, margin and collateral management practices. Understanding of trade lifecycle & front-to-back flows

·       Proficiency in MS PowerPoint, Word, Excel & Access. Able to multi-task and prioritize, delegate effectively within the wider team. Self-starter with an ability to be a strong team player who is able to build credibility, respect quickly

·       Excellent in written communication with ability to produce high quality business requirements specifications, risk reviews. Engage effectively with a diverse set of stakeholders internally & externally. Believes in and adheres to values

Desirable Skills

·       Specialization in Mathematics or Quantitative Finance

·       CFA

·       Front office quantitative or analytical experience from top tier investment bank

·       Experience in working within risk & margin function. Experience in producing business specifications. Experience in pricing OTC derivatives

·       Understanding of first and second order risks.  Understanding of collateral management function. Understanding of relational database & SQL coding

·       Coding ability in functional languages such as R, F#.  Familiar with EMIR, Dodd-Frank, specifically margin for non-centrally cleared derivatives regulations

·       Experience of managing a business project or establishing a front-to-back business or regulatory driven process


Get in Touch

  • 101 & 101 A, 1st floor, D-Mall, Netaji Subhash Place, Pitampura, Delhi-34
  • 011- 41036660, 47075709