Responsibilities

Analyze and understand P&L, gaining insights into risk drivers through in-depth knowledge of markets, instruments, positions, and trading strategies across converts, performing credit and distressed credit
Write insightful P&L commentaries for management and participate in development of a framework to assess risk parameters under various market conditions
Ensure stress-tests are adequate as market and trading strategies change, monitor risk concentrations, and on-boarding of new products
Perform ad hoc analysis and respond to queries from portfolio management, compliance, legal, and other internal teams
Proactively manage risk analysis including changes in VaR, tail exposure, and performance

Requirements

3-5 years’ experience within derivatives trade support, model validation/pricing or risk management
Strong technical knowledge of derivatives pricing, risk explain, and trading strategies, specifically covering credit products (convertible bonds, credit indices, credit derivatives, bank debt, corporate bonds)
Proficiency in programming in Python, Perl, Excel/VBA, C++ and/or Matlab.
Knowledge of risk methodologies, spreadsheet creation, stress testing and the ability to work independently are critical
Ability to work under pressure of time and market, meet deadlines and collaborate with other departments is essential.
Bachelors / Masters degree in Financial Engineering, Mathematics, Physics, Engineering, etc. within a top tier institution with excellent performance