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CVA MARKET RISK PROFESSIONAL – INVESTMENT BANK

Keywords / Skills : VAR, Market Risk, Basel Iii, Investment Banking, Stress Testing, Risk Analysis, Impact Analysis

2 - 6 years
Posted: 2018-06-14

Job Description
We are looking for Candidates who are expert on CVA, XVA, FVA for a Leading Investment bank in Mumbai.

Job Responsibilities

Role & Responsibilities of the position in brief:

- Prepare / Develop periodic reports for analysing and monitoring P&L and various risk metrics (eg. VaR, SVaR, Economic Capital, Risk Sensitivities etc) for the desk and provide insightful commentaries around major P&L and risk profile changes to senior RMs on a regular basis

- Perform analysis around higher order risks (Cross Gamma) and stress testing

- Review the Economic Capital and Regulatory Capital umbers in the risk systems, provide sign off along with appropriate commentaries and monitor movements in Basel III ACVA capital charges for the firm and identify major drivers and Perform ad-hoc ACVA capital impact analysis

- Estimate capital parameters used to calculate economic capital for the CVA desk

- Develop tools related to risk analysis and provide active support in enhancing & maintaining such tools

About Company

BLACK TURTLE is a premier talent management consultancy firm. The Indian arm was established in the year 2000. Since then the unit has grown manifold and is ranked among the Top 10 across various services and functions.

BLACK TURTLE offers a wide range of services spread across various industries and functions. These services range from executive recruitment to consultancy in devising HR policies to attract and retain the best talent. It includes servicing niche recruitment needs to RPO. We offer multiple solutions under one roof.

BLACK TURTLE is headquartered in Mumbai and has presence across seven cities in the country. It has over 50 consultants spread across with Mumbai being the PDC (Principal Delivery Centre).
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