We have a few urgent mandates to be staffed with the World's No 1 Trustee
Bank's KPO wing.
Give me a few references from your end and it would be great if you could
circulate this mail among your colleagues who are exploring opportunities
Those interested could touch base with us at
Mail to Charitha: charitha.r@tsource. org
Contact- +91-9986088720
CLIENT - Founded in Berlin in 1870 to support the internationalizatio n of
business and to promote and facilitate trade relations between Germany,
other European countries, and overseas markets, client has developed into a
leading global provider of financial services. CLIENT is a leading global
investment bank with a strong and profitable private clients franchise with
992 billion in assets, 63,427 employees worldwide AND Financial services in
73 countries .Ranks among the global leaders in corporate banking and
securities, transaction banking, asset management, and private wealth
management, and has a significant private and business banking franchise in
Germany and other selected countries in Continental Europe.
Client is exposed to a wide range of risks, such as credit losses,
volatility due to variation in market prices and rates, operational failures
and liquidity shortages. The Legal, Risk & Capital (LRC) division manages
all aspects of these risks from the analysis of counterparty credit risk and
the stress-testing of market movements to the protection of the Bank's
infrastructure, information and capital. Within LRC, Risk Analytics &
Instruments is responsible for qualifying client for the Internal Ratings
Based (Advanced) approach under Basel II, rating & scoring methodologies in
general, calibration & validation of risk parameters, operational risk
methodology and Economic Capital modeling as well as its applications
(pricing, Client RaRoC, stress testing, portfolio optimization etc.)
Location- Mumbai / Bangalore (based on candidate's preference)
Working Hours: London time
Hiring at Multiple Levels:
0-1 Yrs - Analyst
1-2 Yrs - Sr Analyst
3-5 Yrs - Assistant Manager
6-8 Yrs - AVP
Remuneration - Best in the industry
Ideal Profiles:
Educational Pedigree
Tier I or II B schools
MSc or MBA in sciences, mathematics, statistics, finance, engineering
SKILL SET SUMMARY
Strong analytical skills
Strong knowledge of MS Excel, MS Access and VBA; SQL or other data bases
Programming experience in cross-team projects
Good working knowledge of computer or scientific languages (C, C++, Matlab,
SAS)
Ability to gather & organize data
General overall knowledge of financial markets
Knowledge of basic derivative products
Knowledge of Microsoft Word and Powerpoint
Team Player
Details about the open positions:
1. Division: RA&I TREPS Production
Responsibility :
Collecting data enrichment information from Finance - Group Risk Control
Executing existing tactical solutions (VBA under MS Access, Excel) to
calculate PFEs
Uploading PFEs into production environment for publication by risk engines
Monitoring and reporting of success rates / failures
Investigation into reasons of failures by checking trade confirmations, data
bases, code reading
Benchmarking of sample trades with regards to their calculation time
Increase product type coverage by coding of new modules
Validation & Documentation of such coding
Integration of new code modules into existing framework
Front-end development
2. Division: RA&I Operations
Responsibility :
Testing & updating Reference Portfolio, country parameters, risk-free rate
and other parameters
Specifying & testing data migrations & communicating with the Production
Team
Updating webpage / documentation after releases and bugfixes
Performing ad-hoc database queries (with DB Visualizer)
Performing / processing ASAP user account requests
Performing CDE stress test runs, pre-and post-processing & reporting of
results to IRM and other units in the bank
Performing Capital Impact Studies with the ECE engine for AfK, communicating
results ro RA&I (and AfK)
3. Division: RA&I TREPS Solutions
Responsibility :
Determining sensitivities and potential future exposure of the portfolio
taking into account structured/exotic derivative transactions that cannot be
automatically valued by the risk engine
Extension of existing code / implementation of new code to automatically
re-value such trades in tactical solutions. This would bases on different
in-house pricing models and platforms.
Determining potential credit exposure of structured/exotic trades - this
will require getting an understanding of the mechanics and pricing of the
transactions and revaluing the entire portfolio using in-house pricing
models
Managing the pipeline of work to ensure efficient prioritisation and
delivery
Delegating tasks within the team
Providing oversight for core activities
4. Division: RA&I TREPS Production
Responsibility:
Collecting data enrichment information from Finance - Group Risk Control
Executing existing tactical solutions (VBA under MS Access, Excel) to
calculate PFEs
Uploading PFEs into production environment for publication by risk engines
Monitoring and reporting of success rates / failures
Investigation into reasons of failures by checking trade confirmations,
databases, code reading
Benchmarking of sample trades with regards to their calculation time
Increase product type coverage by coding of new modules
Validation & Documentation of such coding
Integration of new code modules into existing framework
Front-end development
Adhoc data related tasks and preparation of power-point presentation on
related issues
Primary liaison between RA&I TREPS Production team and onshore RAI
5. Division : RA&I Operations
Responsibility:
Testing & updating Reference Portfolio, country parameters, risk-free rate
and other parameters
Specifying & testing data migrations & communicating with the Production
Team
Updating webpage / documentation after releases and bugfixes
Performing ad-hoc database queries (with DB Visualizer)
Performing / processing ASAP user account requests
Performing CDE stress test runs, pre-and post-processing & reporting of
results to IRM and other units in the bank
Performing Capital Impact Studies with the ECE engine for AfK, communicating
results ro RA&I (and AfK)
6. Division : RA&I TREPS Solutions
Responsibility:
Determining sensitivities and potential future exposure of the portfolio
taking into account structured/exotic derivative transactions that cannot be
automatically valued by the risk engine
Extension of existing code / implementation of new code to automatically
re-value such trades in tactical solutions. This would bases on different
in-house pricing models and platforms.
Determining potential credit exposure of structured/exotic trades - this
will require getting an understanding of the mechanics and pricing of the
transactions and revaluing the entire portfolio using in-house pricing
models
With Regards
Charitha
Executive, Staffing (KPO)
T-SOURCE
Telephone: 080- 25633766 (Board) Mobile: +91-9986088720
