Business Analyst_Quant_GRC

Job Description:The Market Risk team at Infosys Limited is looking to expand its presence in India to support its activities in data management Risk operations product and researchWe are looking for experienced professionals who have experience working with real world data and are comfortable with statistical analysesWe seek motivated self starters and team players who are eager to collaborate learn new things and go the extra mile for our internal and external clientsKey Responsibilities:At least 3 8 years of experience in market risk measurement within an investment bank or other financial institution previous VaR or Credit Risk experience is requiredKnowledge in Asset Classes any 1 2 of these Equity Fixed Income FX Commodities Derivatives Structured ProductsExperience knowledge of Fixed Income and Derivatives especially Corporate Bonds Interest Rate derivatives Total Return Swaps TRS Credit Derivatives CVA FVA etcBasic understanding of pricing and valuation of these productsUnderstanding of key risk profitability concepts such as Probability of Default Event of Default Jump to Default Present Value of basis point Mark to Market volatility Yield curve parallel and point shifts in yield curve etcAbility to dissect price of a security onto its various constituent components such as interest rate curves and the corresponding relevant term structure sensitivityA higher degree in one of those areas or in finance or a professional qualification egCFA FRM PRIMA would be an advantageGeneral knowledge of risk issues and investment products together with some programming skills would be also desirableAbility to work well in a team and building relationshipsAbility to produce high quality accurate work under pressure and to tight deadlinesWillingness to question and challenge the status quo and ability to provide alternative approachesPreferred Skills:Domain->Financial Risk Management->Credit Risk Management,Domain->Financial Risk Management->Market Risk Measurement & Control