Roles and Responsibilities
 Perform Initial Margin calculations for all Fixed Income products, as well as Commodities
and Repos.
 Actively monitor stress loss calculations, investigate material changes, provide summary
of the same.
 Provide adequate risk analysis in response to market events, or in response to client
related developments.
 Analyze and provide commentaries on the daily risk reports and create monthly/periodic
risk summaries.
 Historical movement back-testing for key Foreign Exchange and Rates and Credit
market instruments.
 Comparison of different stress testing scenarios.
 Performing sensitivity analysis of key risk drivers for selected clients.
 Investigation of risk changes for key clients.
 Obtaining credit analytic information for publicly traded funds (e.g. UCITS).
 Assist in methodology and research related to stress testing risk models.
 Create and implement technical solutions for Business as Usual (BAU) streamlining.
 Identifying opportunities for process efficiencies and implementing corresponding
solutions within the team (local as well as regional). 

What We Look For
 Engineering graduates / MBA (Finance) from reputed institutes.
 Familiarity with valuation of Fixed Income products (Rates, Bonds, Credit, Foreign
Exchange, Commodities) will be advantageous.
 Advanced knowledge of programming languages (Python, R, etc.).
 Experience of building models for trading/risk management would be advantageous.
 Proficiency in MS Office and related applications (Excel Pivots/Lookups/Functions,
PowerPoint).
 Willing and eager to learn and work with different teams and divisions of the Firm.
 Strong motivation - a self-starter with a positive outlook and desire to solve problems.
 Strong analytical skills with an ability to understand complex workflows.
 Strong verbal and written communication skills with ability to clearly articulate objectives,
requirements, risks and issues to senior management and other stakeholders.
 Ability to identify and escalate issues effectively and appropriately.
 Good organizational skills and high degree of attention to detail