This role reports to the team head within the Credit Risk team, which oversees the measurement and reporting of counterparty credit risk across the client.

Mandatory Skill(s)

• Must Have Bachelor’s/Master’s Degree in Business/Data Analytics/Finance/Quantitative Finance;
• Strong oral and written communication skills coupled with a keen eagerness to learn;
• Must have Experience in data analysis with programming skills such as VBA, Python, R, C#, Qlik, Bloomberg and Tableau;

Desirable Skill(s)

• Experience related to traded products and/or counterparty credit risk is preferred;
• Strong knowledge of financial markets and derivatives is a plus.

Responsibilities

• Managing UAT for updates in exposure quantification methods and corresponding system enhancements;
• Computation of haircuts and initial margin requirements for multiple asset classes and product types;
• Conducting reporting, investigation, and analysis across multiple domains, including system methodology gaps, exposure profile variations, and model performance evaluation;
• Designing and enhancing BI and analytics solutions for accurate measurement, in-depth analysis, and comprehensive reporting of credit risk exposures;
• Process and workflow optimization, automation, and data analytics using tools such as Excel, VBA, Bloomberg, and Qlik;
• Preparing reports and presentations on internal credit exposures and related topics.

If you are interested in this role, click on the “Apply to this job” button below or you could also write in with your CV to Shilpi Gupta at Shilpi.G@sciente.com quoting the job title.