Job Title - AVP/Associate Location - Mumbai Role Description The CCR Pre-Deal team is a core function within the Counterparty Credit Risk Exposure Management team of the overall Risk division. The global team is based in 3 locations - London, NY, and Mumbai. The group is responsible for analysing pre-deal credit exposures for the whole spectrum of derivative products. The group also performs analysis on counterparty portfolios, highlighting possible extreme movements in MtM driven by market factors and making Credit Risk Management aware of highly structured or highly sensitive transactions. Team’s mandate also includes management of the SPV repack portfolio. The team performs comprehensive pre-deal assessment of complex / structured transactions using quantitative/qualitative risk management techniques such as VAR, Potential Future Exposure (PFE), back-testing, scenario / stress testing, dynamic credit hedging & other risk enhancements, and identification of other non-trivial risks (liquidity, wrong-way, dislocation, concentration risk, gap risk). Scope encompasses:
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