Team Leader
Bank of America Corporation
Gurugram
14d ago
  • CVA Daily P&L Explains and Risk AnalysisReview and validate daily inputs into CVA calculationDaily CVA Risk Reports & PNL generation
  • Develop Market Data Quality Reports generation
  • Process ImprovementIdentify issues and control gaps in existing CVA infrastructureWork with technology team to streamline our processes and enhance data integrity and control
  • Responsibilities for this role will initially require an associate to perform daily business as usual operations which entails running of reports and interacting with various stakeholders to refine existing processes.

    Also, individual will be accountable for the success of small projects or sections of larger ones & responsible for the quality and timeliness of all project deliverable.

    Requirements :

  • Masters Degree in Finance, Economics or Financial Quantitative Analysis
  • 1 3 years of experience working in a Middle Office / Market or Credit Risk role
  • Mandatory skills :

  • Basic Understanding of Credit (counterparty) risk and credit derivatives used in hedging
  • Knowledge of financial instruments including the valuation of OTC derivatives in IR, FX, CreditKnowledge of : Pricing vanilla derivative products like Futures, Options, Indexes, CDS, FRAs, SWAPs, SWAPTIONs, CAPs / FLOORs.
  • Knowledge of Financial Risk Management. Knowledge of Interest Rates, Credit spreads, bond pricing, etc.

    Desired Skills :

  • Strong Technical Skills including : Excel and VBA programmingAbility to write SQL queries, understand types of joins, case statements and aggregation functions
  • Strong knowledge of market & credit risk
  • Shift Timings : 12 noon 9 PM

    Weekly Offs : Yes (Saturday & Sunday Off)

    Location : Gurugram

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