Business Analyst- IT Credit/Market Risk

India's marquee global technology company. They are an international flag-bearer of technical and managerial excellence. With offices around the globe, the company has a comprehensive presence across multiple segments of the IT product and service industries. They are a respected career company and a long-term wealth creator.

The Job

We are looking for experienced professionals, who will be contributing to market risk measurement within an investment bank or other financial institution; previous VaR or Credit Risk experience is required.

• Knowledge in Asset Classes (any 1-2 of these) Equity, Fixed Income, FX, Commodities, Derivatives & Structured Products.
• Experience & knowledge of Fixed Income and Derivatives especially Corporate Bonds, Interest Rate derivatives, Total Return Swaps (TRS), Credit Derivatives, CVA, FVA etc. Basic understanding of pricing and valuation of these products.
• Understanding of key risk/profitability concepts such as Probability of Default, Event of Default, Jump to Default, Present Value of basis point, Mark to Market, volatility, Yield curve, parallel and point shifts in yield curve etc.
• Ability to dissect price of a security onto its various constituent components such as interest rate curves and the corresponding relevant term structure sensitivity.
• A higher degree in one of those areas or in finance or a professional qualification e.g. CFA, FRM, PRIMA would be an advantage
• General knowledge of risk issues and investment products, together with some programming skills would be also desirable.
• Ability to work well in a team and building relationships.
• Ability to produce high quality, accurate work, under pressure and to tight deadlines.

Your Profile

• 5+ years of experience in market risk measurement within an investment bank or other financial institution.
• Experience of Fixed Income and Derivatives especially Corporate Bonds, Interest Rate derivatives, Total Return Swaps (TRS), Credit Derivatives, CVA, FVA etc.
• Knowledge in Asset Classes Equity, Fixed Income, FX, Commodities, Derivatives & Structured Products.