Risk Methodology Analyst, As

Akamai

Mumbai, India
Frtb sa / ima regulations
Market risk capital charge
Derivatives product knowledge
The role involves analysis of Standardised Approach Charge, Default Risk Charge and Risk Theoretical PnL for FRTB regulations

Job Summary

  • The role involves analysis of Standardised Approach Charge, Default Risk Charge and Risk Theoretical PnL for FRTB regulations.
  • Your key responsibilities include running all process and controls to check completeness, accuracy and timeliness for FRTB SA, DRC and RTPL numbers.
  • As part of our flexible scheme, here are just some of the benefits that you’ll enjoy Best in class leave policy Gender neutral parental leaves 100% reimbursement under childcare assistance benefit.

Matching Summary

The role involves analysis of Standardised Approach Charge, Default Risk Charge and Risk Theoretical PnL for FRTB regulations.

Skills & Requirements

Must-have

  • FRTB SA / IMA regulations
  • Market risk capital charge
  • Derivatives product knowledge
  • Risk Theoretical PnL analysis
  • Standardised Approach Charge analysis
  • Default Risk Charge analysis

Nice-to-have

  • Continuous learning culture
  • Collaborative work environment
  • Attention to detail
  • Problem solving skills
  • Critical thinking skills

Key Requirements

  • 5 years of experience
  • FRM or CFA certification preferred
  • R / Python / SQL knowledge preferred
  • MFE/MBA in Finance or relevant experience

Work Rights

Not specified

Tailored Resume

Cover Letter