Role & responsibilities
- Strong understanding of capital market products and derivatives across asset classes
- Good knowledge and experience in CCR domain areas such as PFE, EE, EEE, EPE and EEPE computation methodologies, ECL computation
- Good understanding of the Basel norms and its impact on Banks
- Experience working in Capital and RWA computations.
- Ability to operate in both agile and waterfall style project methodologies and understand deliverables required for each methodology.
- Attention to detail and high-quality standards of documentation, processes, and control environment.
- Experience in the full E2E systems delivery lifecycle (SDLC) / Agile framework.
- Detailed knowledge of all Microsoft Office products, i.e. Word, Excel, Power Point, Project, and Visio
- Proficiency in data analysis, virtualization, and BI solutions SQL, Python, Dremio, PowerBI, Alteryx, Tableau etc.
Skills Required
Python, Sql, Bi, Data Analysis, Visualization, E2e, capital market operations