63 Credit Derivatives Jobs nearby Mumbai

As an APAC Global Contract Services Negotiator at Barclays, you will join the Legal team to protect Barclays, its employees, and its brands while ensuring global competitiveness and compliance with legal standards. Your role will involve negotiating master trading documentation for the firm's global markets business, collaborating with regional teams in the Americas, APAC, and EME. **Key Responsibilities:** - Produce/draft contract documentation for identified counterparties across various financial products and counterparty types using standard Barclays contract templates. - Negotiate various contracts and agreement types across different counterparty types and APAC jurisdictions (ex-Japan). - Negotiate regulatory margin-related documents (e.g., Initial Margin, Variation Margin documentation). - Liaise with stakeholders such as Treasury, trading desks, Credit Risk, Collateral Management Services, and Business to progress negotiations. - Perform due diligence checks on clients" capacity and authority to enter into documentation. - Review legal opinions from external counsel regarding close-out netting, capacity, and enforceability issues. - Support other negotiators in drafting variations and working closely with Markets lawyers on associated issues. - Manage Legal GCS projects within a framework emphasizing commercial management, quality, and timely legal deliverables. - Manage risk and control effectively by applying applicable risk frameworks and embedding a positive risk culture. **Qualifications Required:** - Tertiary/University or Bachelor's degree (LLB or equivalent). - Strong legal analytical and drafting skills, communication, time management, and organizational skills. - Experience with industry standard derivatives documentation, regulatory margin requirements, and relevant master agreements commonly used in the financial market. Barclays Pune is highlighted as the largest campus outside of Barclays global headquarters in London, focusing on building innovative technology to support global businesses. The company values respect, integrity, service, excellence, and stewardship, encouraging a culture of empowerment, challenge, and drive among colleagues.,

Role Overview: Join us and be part of a collaborative environment where your contributions are recognized and your professional growth is supported. If you are ready to take on new challenges and make a meaningful impact, we invite you to apply and become a vital member of our team. As an Operations Analyst in Collateral Operations, you will be responsible for Portfolio Reconciliation, Regulatory adherence for all regulations, cross LOBs metrics and projects. Additionally, you will be building the culture of continuous improvement supporting business across Back Office, Middle offices as well as Global teams. You will be interacting with multiple Operations & Technology teams within the organization to provide business support. Key Responsibilities: - Manage portfolio reconciliation and collateral dispute - Handle MTM Breaks: Including data quality, strategic projects, etc. - Continuous focus on deep dive and fixing on upstream issues to keep the breaks to minimum. - Resolve breaks with Middle Offices, Credit risk, VCG, etc. - Play a key role in regulatory compliance CFTC, EMIR, NCMR, etc. - Perform UAT testing. - Implement Strategic automation projects. Qualification Required: - Graduate or Post-Graduate with 2 years experience in operations. - Familiarity with Capital Markets & OTC Derivatives i.e. Investment Banking, including OTC product, process and system knowledge. - Ability to drive results through a "hands-on" approach. - Excellent verbal and written communication skills, and adapt at communicating with all levels of the business and technical parts of the organization. - Skilled in MS office applications including Outlook, PowerPoint, Excel, Word and Access. - Can operate effectively in a dynamic environment with tight deadlines, and can prioritize one's own and teams work to achieve goals. - Flexibility to work global hours. Additional Details: No additional details provided in the job description.,

As an experienced Internal Auditor for Market Risk & Treasury audits, your role will involve conducting audits, evaluating risks, and ensuring regulatory and procedural compliance within the Bank's Treasury dealing room, market risk, and operations in Mumbai. Key Responsibilities: - Conduct internal audits of Domestic Rupee Money market, Forex, and Derivatives - Review existing systems, processes, and controls for efficiency - Handle market risk related audits including SLS, IRS, LCR, NSFR, IDL, NOOP, NDTL, MCLR, ICAAP, and capital adequacy for market risk, credit risk, and operational risk - Perform spot audits of dealing room, NPI/NPA review, treasury expenses, vendor expenses, and GL account review - Review policies such as Investment Policy, Market Risk Management Policy, and ICAAP - Review submissions to Board and Management Level Committees - Conduct testing as part of RBS Tranche III - Demonstrate knowledge of regulatory guidelines on Treasury, Market Risk, ALM, and Capital adequacy - Review audit checklists for comprehensive coverage - Identify control lapses, revenue leakages, and suggest process improvements - Prepare and finalize audit reports in coordination with Team Leader and stakeholders - Track open/pending audit issues and ensure closure - Oversee concurrent audits and ensure quality control - Ensure timely completion of audits across centralised audits of dealing room, integrated treasury, and market risk Educational Qualifications: - CA / MBA / Postgraduate Finance or related field - 4 to 8 years of relevant experience in market risk and treasury audits in banks Key Skills: - Strong knowledge of regulatory (RBI, FIMMDA, FEDAI) guidelines - Effective communication and report drafting skills - Strong analytical and problem-solving abilities - Proficient in MS Word and Excel - Ability to plan, execute, and document audits efficiently - Deadline-oriented with strong organizational skills For sharing your CV, kindly email it to krishnaradhika@csb.co.in.,

You are seeking an experienced professional to join the BFSI client's Global Contract Services team as a Vice President Negotiator for the on-site Pune location. This role is a high-impact leadership position within one of the largest legal teams in the financial services sector, providing visibility, growth opportunities, and the ability to influence critical market operations. - **Draft, negotiate, and execute derivatives and trading agreements (ISDA, GMRA, GMSLA, Futures, etc.)** - **Collaborate with global stakeholders across credit risk, trading, collateral, treasury, tax, and onboarding** - **Serve as a subject matter expert on master agreements while guiding and mentoring team members** - **Lead negotiations, manage risks, and ensure high-quality legal outcomes in a dynamic global environment** - **Strong experience in derivatives master agreements and collateral arrangements** - **In-depth knowledge of regulatory frameworks, particularly IM/VM requirements** - **Excellent negotiation, leadership, and stakeholder management abilities** - **LLB degree preferred, with the flexibility to work UK hours** - **Minimum of 7 years of experience managing ISDA negotiations** - **Total PQE should be 14-20 years**,

Role Overview: In an ever-changing financial landscape, the Risk division at Deutsche Bank plays a crucial role in reinforcing the bank's resilience by identifying, aggregating, managing, and mitigating risks across market risk management, operational risk management, and credit risk management. As the Regional Head of EMG APAC, you will lead the Exposure Management Group team in Mumbai to ensure business objectives are met while upholding the bank's values. Your responsibilities will include analyzing credit risk of individual derivative trades, conducting daily interactions with various stakeholders, performing ad-hoc scenario analyses, and managing escalations related to Initial Margin requirements. Key Responsibilities: - Lead the EMG Mumbai team to ensure objectives are met according to business requirements and in line with the values of the bank - Perform analysis of credit risk of individual derivative trades across all products in the firm - Conduct pre-deal trade level initial margin calculation for derivatives & collateral haircut calculation for complex financings - Manage escalations related to Initial Margin requirements - Participate in discussions of risk mitigation for large complex transactions - Collaborate with CCR Pre-Deal colleagues globally on transactions, methodology/tool development, and other strategic initiatives Qualifications Required: - Strong mathematical and statistical background with the ability to simplify complex concepts for a non-technical audience - Knowledge of derivative products across all asset classes and financial markets - Understanding of counterparty credit risk on trade and portfolio levels - Experience in methodology development for financial products and communication of technical documents to non-technical audiences - Proficiency in various pricing models - Excellent interpersonal, analytical, and communication skills - Ability to multitask, prioritize resources, and work effectively across different time zones Additional Company Details: Deutsche Bank fosters a culture of continuous learning and development, providing training, coaching, and support to help employees excel in their careers. The company promotes a positive, fair, and inclusive work environment, where employees are empowered to excel together every day. Deutsche Bank Group values responsible actions, commercial thinking, initiative, and collaborative work. (Note: The company website for further information can be found at https://www.db.com/company/company.html),

Role Overview: The Regional Office Legal team (RO Legal) in Mumbai is a team of around thirty lawyers providing expertise in derivative documentation and transaction legal support to various businesses of Deutsche Bank Group across the APAC, EU and US regions. RO Legal is looking for legal negotiators in India to support with respect to the OTC and Listed derivatives and clearing and financial product transactions undertaken by the Deutsche Bank Group globally by drafting and negotiating mid and high complexity contracts and other ancillary legal documentation. In this role, you will spend a significant amount of your time drafting, reviewing, and negotiating agreements related to derivative transactions, Listed Futures & Options, Cleared OTC derivatives. Your responsibilities will include liaising directly with the front office, internal stakeholders, and the Deutsche Bank Group's diverse client base. You will be responsible for delivery, process, and client management. Key Responsibilities: - Drafting, reviewing, and negotiating a wide range of master agreements including Listed Futures and Options Agreement, Client Cleared OTC Derivatives Addendum, Supplement to Clearing Agreement for Cleared OTC Services, Electronic Trading Service Agreement, ISDA Master Agreements, Credit Support documents (CSA, CSDs), and all other relevant documentation and subsequent amendments. - Reviewing constitutional documents to ensure all requisite corporate consents and approvals are in place before finalizing agreements and subsequent trading. - Liaising and coordinating with various internal stakeholders, teams, and business divisions on risk and deviations, and responding to queries related to the master agreements. - Building strong relationships with internal and external clients of Deutsche Bank Group, understanding their needs and business operations, and working closely with them. - Understanding business and regulatory requirements and ensuring functions are performed considering those requirements. - Staying updated on all legal and regulatory matters affecting your area of work. - Participating in various documentation and process improvement initiatives. Qualifications Required: - Law Degree or Commonwealth qualified lawyer or solicitor with 2 to 5 years of PQE for Senior Analyst level and 5.5 to 8 years of PQE for Associate level in financial products or commercial contract drafting and negotiations. - Prior experience in derivative documentation will be an advantage. - Excellent legal drafting ability and eye for detail. - Strong problem-solving and analytical skills with a solution-based approach. - Excellent interpersonal skills and ability to communicate and build working relationships internally and externally. - Excellent communication skills, both oral and written. - Ability to work independently as well as in a team environment. - Ability to read complex legal documents with confidence, ease, and understanding. - Ability to multitask and work in a fast-paced environment.,

Role Overview: As a Business Finance Analyst at AYST, your primary responsibility will be to oversee the production of business level revenue attribution, financial accounting, and financial disclosures. You will ensure the accurate and timely reporting of Profit and Loss (PnL) for each business unit, understand the drivers behind the risk positions and PnL, and ensure that all of the bank's transactions and positions are correctly reflected in the bank's accounting records and disclosures. Key Responsibilities: - Accurately and timely produce daily T+1 P&L production, attribution, and analysis. - Provide daily commentary and variance investigation to Front Office traders and senior Finance managers. - Conduct break investigation and resolution, including Model vs Actual (Ledger) Cash, FO/MO system vs trade docs, etc. - Resolve model risk control exceptions and ensure compliance with risk and control guidelines. - Manage stakeholders by promptly responding to queries/issues from Finance directors, onshore management, Front office traders, Fincon, Risk management, etc. - Understand trade flows, booking structures, and ensure accurate capture of trades for funding cost allocation through Funds transfer pricing. Qualifications Required: - Financial Control and product control experience in Investment Banking. - Strong understanding of financial market products such as Loans, Bonds, Credit, derivatives, Cash Equity, Swaps, Options, and Futures. - Solid knowledge of Fixed Income products like Bonds, CDS, TRS, IRS & Loans. - Preferably familiar with IFRS/GAAP knowledge. - Experience in front to back Investment Banking environment. - Proficiency in Microsoft Office applications, with strong Word and Excel skills. - Exposure to multiple front office systems. - Preferably qualified with an MBA/Chartered Accountant/CPA/ACCA/CIMA/CFA. Additional Details (if applicable): The company offers a range of benefits including best in class leave policy, gender-neutral parental leaves, sponsorship for industry relevant certifications and education, comprehensive insurance coverage for you and your dependents, and a supportive culture focused on continuous learning and career development. For more information about the company and its teams, please visit their website: [Deutsche Bank Group](https://www.db.com/company/company.htm). The company strives for a culture of empowerment, responsibility, commercial thinking, initiative, and collaboration, promoting a positive and inclusive work environment.,

Role Overview: You will be responsible for designing, developing, and implementing robust and scalable applications using C# and .NET frameworks. Additionally, you will work on writing and optimizing SQL queries, stored procedures, functions, and triggers in Oracle databases to support application functionalities and data requirements. Your role will also involve contributing to the development and enhancement of risk management systems, including those related to Credit Risk, Counterparty Credit Risk Management (CCM Risk), and Treasury risk. Moreover, you will be working with data and logic related to various capital market products such as Bonds, Repos, and Derivatives (Dx). You will collaborate with risk managers, business analysts, and other stakeholders to understand business requirements and translate them into technical specifications. Providing technical support for existing applications, troubleshooting issues, and ensuring high code quality through rigorous testing and code reviews will also be part of your responsibilities. Identifying and addressing performance bottlenecks in both application code (C#, .NET) and database queries (SQL, Oracle PL/SQL) will be essential. Additionally, you will create and maintain technical documentation and work effectively within an Agile team environment. Key Responsibilities: - Design, develop, and implement robust and scalable applications using C# and .NET frameworks - Write and optimize SQL queries, stored procedures, functions, and triggers in Oracle databases - Contribute to the development and enhancement of risk management systems - Work with data and logic related to capital market products such as Bonds, Repos, and Derivatives - Collaborate with stakeholders to understand business requirements and translate them into technical specifications - Provide technical support for existing applications and troubleshoot issues - Ensure high code quality through testing, code reviews, and adherence to best practices - Identify and address performance bottlenecks in application code and database queries - Create and maintain technical documentation - Work effectively within an Agile team environment Qualifications Required: - Strong hands-on experience with C# and the .NET framework (including .NET Core) - Proficiency in writing complex SQL queries, understanding database schemas, and data manipulation - Solid experience working with Oracle databases, including PL/SQL development - Proven experience working within the Capital Markets domain - Direct experience in the Risk domain, including understanding of concepts like Credit Risk, Market Risk, or Operational Risk - Familiarity with financial products such as Bond Repos, Derivatives, Counterparty Credit Risk Management, and Treasury products/operations - Strong analytical and problem-solving skills with the ability to debug complex issues - Good verbal and written communication skills, with the ability to explain technical concepts clearly,

Role Overview: As a Software Developer, you will be responsible for designing, developing, and implementing robust and scalable applications using C# and .NET frameworks. You will also work on database development by writing and optimizing SQL queries, stored procedures, functions, and triggers in Oracle databases to support application functionalities and data requirements. Additionally, you will contribute to the development and enhancement of risk management systems, specifically related to Credit Risk, Counterparty Credit Risk Management (CCM Risk), and Treasury risk. Key Responsibilities: - Collaborate with risk managers, business analysts, and other stakeholders to understand business requirements and translate them into technical specifications. - Provide technical support for existing applications, troubleshoot issues, and implement timely resolutions. - Ensure high code quality through rigorous testing, code reviews, and adherence to best practices and coding standards. - Identify and address performance bottlenecks in both application code (C#, .NET) and database queries (SQL, Oracle PL/SQL). - Create and maintain technical documentation, including design documents, functional specifications, and support guides. - Work effectively within an Agile team environment, collaborating with other developers, QA engineers, and project managers. Qualifications Required: - Strong hands-on experience with C# and the .NET framework (including .NET Core). - Proficient in writing complex SQL queries, understanding database schemas, and data manipulation. - Solid experience working with Oracle databases, including PL/SQL development (stored procedures, functions, packages). - Proven experience working within the Capital Markets domain. - Direct experience in the Risk domain, including understanding of concepts like Credit Risk, Market Risk, or Operational Risk. - Familiarity with financial products such as Bond Repos (Repurchase Agreements), Derivatives (Dx), Counterparty Credit Risk Management (CCM Risk), and Treasury products/operations. - Strong analytical and problem-solving skills with the ability to debug complex issues. - Good verbal and written communication skills, with the ability to explain technical concepts clearly.,

As a Software Developer at our company, you will be responsible for designing, developing, and implementing robust and scalable applications using C# and .NET frameworks. You will also write and optimize SQL queries, stored procedures, functions, and triggers in Oracle databases to support application functionalities and data requirements. Your contribution to the development and enhancement of risk management systems will be crucial, including those related to Credit Risk, Counterparty Credit Risk Management (CCM Risk), and Treasury risk. Additionally, you will work with data and logic related to various capital market products such as Bonds, Repos, and Derivatives (Dx). Key Responsibilities: - Design, develop, and implement robust and scalable applications using C# and .NET frameworks - Write and optimize SQL queries, stored procedures, functions, and triggers in Oracle databases - Contribute to the development and enhancement of risk management systems - Work with data and logic related to capital market products - Ensure high code quality through testing, code reviews, and adherence to best practices - Identify and address performance bottlenecks in application code and database queries - Create and maintain technical documentation - Collaborate effectively within an Agile team environment Qualifications Required: - Strong hands-on experience with C# and the .NET framework - Proficient in writing complex SQL queries and understanding database schemas - Solid experience working with Oracle databases, including PL/SQL development - Proven experience working within the Capital Markets domain - Direct experience in the Risk domain - Familiarity with financial products such as Bonds, Repos, Derivatives, and Treasury products - Strong analytical and problem-solving skills - Good verbal and written communication skills In this role, you will need to leverage your technical proficiency in C#, .NET, SQL, and Oracle, along with your domain expertise in Capital Markets and Risk. Your problem-solving skills and communication abilities will be essential for success in this position.,

Role Overview: As a Quantitative Analyst at UBS, you will play a crucial role in developing and maintaining stress models for traded products in line with regulatory requirements and internal monitoring. Your responsibilities will include interacting with internal and external stakeholders, developing prototype codes, collaborating with other team members, and ensuring regulatory compliance. You will be a part of the Pillar 2 Counterparty Credit Risk Models Crew in Krakow or Mumbai, contributing to the stress credit exposure models of the IB division. Key Responsibilities: - Develop and maintain stress models for traded products (Derivatives and SFTs) in compliance with regulatory requirements - Engage with internal and external stakeholders at all levels, including audit and regulators - Develop prototype codes for productive systems - Collaborate with Risk and Finance expert functions to deliver regulatory compliant solutions - Work with other quantitative analysts to share insights and develop global analysis frameworks - Supervise and oversee staff members to ensure adherence to regulations and internal policies - Understand, represent, and advocate for client needs Qualifications Required: - Sound understanding of asset pricing and/or SFT, OTC, and ETD transactions - Strong analytical skills with the ability to apply techniques from numerical analysis, statistics, and financial mathematics - Experience within the finance sector, preferably utilizing stochastic calculus - Proficiency in Python and R, knowledge of SPARK and Databricks is an advantage - Ability to document model development clearly - Self-driven, organized, and detail-oriented with a solid understanding of the banking industry - MS or PhD degree in mathematics, statistics, physics, computer science, engineering, quantitative finance, or econometrics About the Company: UBS is the world's largest and only truly global wealth manager, operating through four business divisions: Global Wealth Management, Personal & Corporate Banking, Asset Management, and the Investment Bank. With a presence in over 50 countries, UBS stands out for its global reach and expertise. The company is committed to an inclusive culture that values diversity and empowers individuals to bring their unique skills and experiences to the workforce. If you require reasonable accommodations throughout the recruitment process due to disability, UBS is committed to supporting disability inclusion.,

You are a strategic thinker passionate about driving solutions in valuation control. You have found the right team. As a Valuation Controller - Associate within our Valuation Control team, you will spend each day working across various business lines, including Commercial & Investment Banking (Macro Products, Credit, Equities, Securitized Products, IB Risk), CIO, Treasury & Corporate (CTC), Asset Management, Consumer & Community Banking (CCB), and Commercial Banking (CB). You will engage with clients such as senior management, business heads, regulators, and both internal and external audit, defining, refining, and delivering set goals for our firm. Key Responsibilities: - Execute key automation projects - Execute price verification/benchmark process including the calculation of fair value adjustments - Assist with various VCG established practices and control initiatives as well as perform necessary work relating to management reporting, regulatory mandates, and consistency within the broader VCG framework - Partner with various functional groups on valuation-related issues and develop/implement appropriate measures with the goal of ensuring fair value - Enhance existing control framework including reviewing independent pricing processes, assessing potential coverage developments, and implementing new tools to enhance control efficiency - Work on other value-added projects related to Business, Risk, and Finance initiatives Qualifications Required: - 5+ years of related experience - Proficient in Python, Tableau, databases - Basic understanding of financial derivative products - Ability to prioritize multiple tasks efficiently Additional Details: Understanding of financial products and derivatives, basic accounting knowledge is preferred. Undergraduate degree with computer science/ information technology is preferred. Graduate degree with finance, economics, mathematics, engineering is a plus. Analytical and quantitative aptitude. Candidates with quantitative backgrounds are preferred.,

As an Assistant Vice President Model Risk Audit at Barclays, you will lead the evolution of the digital landscape, driving innovation and excellence. You will utilize cutting-edge technology to transform digital offerings, ensuring unparalleled customer experiences. Key Responsibilities: - Spearhead the development of audits aligned with the bank's standards and objectives by collaborating with colleagues, providing accurate information and recommendations, and adhering to policies and procedures. - Support audit development and delivery, including financial statements, accounting practices, operational processes, IT systems, and risk management. - Identify operational risks to contribute to the Barclays Internal Audit (BIA) Audit Plan through risk assessments. - Evaluate the effectiveness of internal controls in identifying and mitigating risks in alignment with regulatory requirements. - Communicate key findings and recommendations to stakeholders, including the Audit Owner, senior managers, and directors. - Stay updated on regulatory news, industry trends, and developments to offer timely insights and recommendations. Qualifications Required: - Prior experience in model risk management or models related to traded products, financial derivatives, credit risk, counter-party credit risk, fraud risk, climate risk, or Artificial Intelligence/Machine Learning. - Excellent communication skills with the ability to effectively communicate and engage in challenging conversations with senior stakeholders. - Strong written skills with meticulous attention to detail. - Quantitative postgraduate/Engineering (B Tech) degree or professional qualification (CFA, ACA, FRM, FIA, CAIA, MBA etc). Desirable Skillsets: - Demonstrated project management experience and the ability to handle complex work under pressure. - Proven experience and exposure in end-to-end audits. - Leadership experience in large projects, initiatives, or audit assignments. - Strong understanding of risk and control. - Knowledge of programming languages such as Python, SAS, R. - Track record of high performance in previous roles. - Familiarity with new and emerging financial products and services. - Willingness and initiative to learn and share knowledge. This role is based in Pune. Join Barclays as an Assistant Vice President Model Risk Audit and be part of a team that values Respect, Integrity, Service, Excellence, and Stewardship as our moral compass. Embrace the Barclays Mindset to Empower, Challenge, and Drive, shaping how we behave as an organization.,

As an Associate in Collateral Operations at Derivative Operations, your role involves managing Portfolio Reconciliation, Margin call management, and ensuring Regulatory adherence for upcoming regulations. You will also be responsible for supervising MTM breaks, improving controls in the process, and managing any new analysis requirements across multiple stakeholders. Your key responsibilities will include: - Manage Portfolio Reconciliation and Collateral Dispute. - Manage daily Margin Exchange - Same day Settlement and Exception management. - Perform supervisory controls around Collateral exposure. - Supervise MTM breaks including data quality and strategic projects. Partner with Middle Offices, Credit risk, VCG, etc. - Focus on deep dive and fixing on upstream issues to keep the breaks to minimum. - Play a key role in regulatory compliance CFTC, EMIR, NCMR, etc. - Improve controls in the process & ensure 100% accuracy and compliance to Regulatory rules. - Manage any new analysis requirements across multiple stakeholders. Provide regular update to senior management on BAU, projects, etc. - Supervise UAT testing. - Manage strategic automation projects. Qualifications and Skills required for this role: - CA/ MBA with at least 6 years / Graduate or Post-Graduate with at least 8 years experience in operations. - Familiarity with a global bank's process & operational environment including management and external reporting is a must. - Strong business knowledge i.e. Investment Banking, including OTC product, process and system knowledge. - Ability to think and act strategically: Deal with day-to-day issues as well as planning and executing projects / initiatives, ensuring the team's activities support Operations in attaining its strategic goals, excellent attention to detail, and an ability to know when a deep-dive approach is appropriate. - Ability to drive results through a "hands-on" approach. - Skilled in identifying talent, recruiting, coaching, mentoring, and developing team members. - Ability to manage a team of high achievers with diverse experience and skill sets. Successful in team environments with matrix reporting structures. - Excellent verbal and written communication skills, and adapt at communicating with all levels of the business and technical parts of the organization. - Skilled in MS office applications including Outlook, PowerPoint, Excel, Word, Access and Project. - Can operate effectively in a dynamic environment with tight deadlines, and can prioritize one's own and teams work to achieve them. - Flexibility to work global hours and willing to travel globally, if needed. Preferred qualifications, capabilities and skills: - Knowledge on CFTC, EMIR, NCMR regulations preferable. - Experience on OTC Confirmations, Collateral Management and Reconciliation platforms will be an advantage.,

As an experienced SAP Treasury Management (TRM) Consultant, your role will involve leading the design, configuration, implementation, and support of Treasury and Risk Management solutions within SAP ECC and S/4HANA environments. You should have hands-on experience in Cash Management, Transaction Manager, Risk Management, and Hedge Management, along with a strong understanding of financial instruments and market risks. Your proactive problem-solving skills and excellent stakeholder management abilities will be crucial in this position. Key Responsibilities: - Lead and execute end-to-end implementations of SAP TRM on at least two ECC and two S/4HANA projects for large enterprise clients. - Provide post-go-live support, issue resolution, and enhancement implementation (minimum two support projects required). - Configure and support the full spectrum of SAP Treasury modules, including: - Cash and Liquidity Management - Transaction Manager (Money Market, FX, Derivatives, Securities, Loans, etc.) - Risk Management (Credit Risk, Market Risk) - Hedge Management & Accounting - Develop Functional Specifications (FS), conduct detailed testing (unit, integration, UAT), and support documentation and training efforts. - Collaborate closely with Finance (FI/CO), Sales and Distribution (SD), and Materials Management (MM) teams to ensure seamless module integration. - Troubleshoot and resolve issues related to treasury processes, financial instruments, and accounting flows. - Ensure compliance with internal controls and audit requirements for treasury operations. - Analyze complex business processes and develop innovative solutions to improve operational efficiency and financial risk management. Required Skills & Qualifications: - Minimum two full-cycle ECC and two full-cycle S/4HANA implementations in Treasury Management. - Deep functional knowledge of SAP TRM components, including configuration, master data, and reporting. - Hands-on experience with financial instruments (Bonds, Loans, Derivatives, FX, MM), market risk management, and hedge accounting. - Proven experience preparing and validating functional specifications, test plans, and cutover activities. - Strong understanding of treasury accounting, valuation, settlement, and confirmation processes. - Ability to manage multiple deliverables and priorities effectively in dynamic environments. Preferred / Good-to-Have: - Experience with SAP Fiori apps related to Treasury and Cash Management. - Exposure to SAP In-House Cash, Bank Communication Management (BCM), and SWIFT integration. - Familiarity with integration to third-party market data providers (e.g., Bloomberg, Thomson Reuters). - Experience using Solution Manager, Jira, or other project management tools. Soft Skills: - Strong analytical and problem-solving abilities. - Excellent verbal and written communication skills. - Proactive and self-driven with a high level of accountability. - Able to collaborate across functional teams and work independently when needed. - Capable of translating complex business needs into technical solutions. Please note that the company's hiring process includes Screening (HR Round), Technical Round 1, Technical Round 2, and Final HR Round.,

Role Overview: You will be joining the XVA and Cross Asset Margin technology teams as a Vice President, Application Development Tech Lead Analyst (C13) based in Pune, India. Your main responsibility will be to actively develop and enhance cooperative, strategic systems and services that are regulatory-driven and directly impact how Citi Capital Markets manages risk arising from trading activities. You will support traders, salespeople, risk managers, financial controllers, and operations staff by calculating margin requirements for OTC bilateral derivatives and optimizing margin requirements for clients using models like VaR, SIMM, and Credit Stress. Key Responsibilities: - Provide expertise in area and advanced knowledge of applications programming to ensure application design aligns with the overall architecture blueprint. - Utilize advanced knowledge of system flow to develop standards for coding, testing, debugging, and implementation. - Guide the team to establish design standards, improve efficiency of development workflow, and product rollout. - Take ownership of smooth Production releases planning and execution. - Oversee software quality and system modifications. - Serve as advisor or coach to mid-level developers and analysts, allocating work as necessary. - Analyze existing operations to identify risks and redundancies. - Liaise with team members and management to ensure projects are completed to application development and governance standards. - Keep up-to-date with industry trends and developments. - Resolve a variety of high impact problems/projects through an in-depth evaluation of complex business processes, system processes, and industry standards. - Appropriately assess risk when making business decisions, demonstrating consideration for the firm's reputation and safeguarding Citigroup, its clients, and assets. Qualifications: - 10+ years of relevant experience in Apps Development role with hands-on coding. - Demonstrated thought leadership in designing complex and distributed systems. - RISK AND QUANT DOMAIN WILL BE ADDED ADVANTAGE. - In-depth knowledge of Java, Spring, Kafka, Distributed Cache/Systems (e.g. Apache Ignite), Microservices, Cloud Native Development. - Hands-on experience with relational databases like Oracle. - API-first design thinking and implementation using Rest, websocket, and gRPC. - Experience with building applications on cloud platforms such as Docker, Kubernetes, or OpenShift. - Proven implementation of design patterns and enterprise-level architecture. - Strong analytical, troubleshooting, and problem-solving skills. - Excellent verbal and written communication skills. - Able to work independently and as part of a team. - Strong organizational and project management skills. - UI tech stack knowledge will be an advantage. - Business knowledge of Risk and Margin and regulatory stress testing is preferred. - Understanding of Risks (Greeks), risk calculation models like VaR/SIMM preferred, and ability to work with Quant team is preferred. Additional Company Details: A full-stack engineer is a high-level software engineer responsible for designing, testing, and implementing various software applications aligned with Citi's strategic goals. They work closely with stakeholders to deliver high-quality software solutions. The role emphasizes continuous learning, collaboration, and adherence to Citi's security policies and procedures.,

Role Overview: As a Team Leader in Collateral Operations at Derivative Operations, you will have a key role in managing Margin call operations, ensuring regulatory compliance, and leading initiatives for continuous improvement. You will collaborate with various teams across the organization to support business operations and drive strategic projects. Key Responsibilities: - Manage Collateral Dispute and resolve issues efficiently. - Perform daily Margin Exchange including Same day Settlement and Exception management. - Implement supervisory controls to monitor Collateral exposure effectively. - Oversee MTM breaks, focusing on data quality, strategic projects, and collaboration with Middle Offices, Credit risk, VCG, etc. - Play a pivotal role in ensuring regulatory compliance with CFTC, EMIR, NCMR regulations. - Enhance controls in the operational process to ensure 100% accuracy and compliance with Regulatory rules. - Handle new analysis requirements from multiple stakeholders and provide regular updates to senior management on BAU, projects, etc. - Supervise UAT testing and manage strategic automation projects for operational efficiency. Qualification Required: - CA/ MBA with 2 years of experience or Graduate/Post-Graduate with 4 years of experience in operations. - Familiarity with a global bank's process & operational environment is essential, including strong business knowledge in Investment Banking, OTC products, processes, and systems. - Ability to think and act strategically, manage day-to-day issues, execute projects/initiatives, and ensure team activities align with strategic goals. - Excellent attention to detail, effective communication skills, and proficiency in MS Office applications. - Capable of operating in a dynamic environment with tight deadlines, prioritizing work effectively to achieve goals. - Flexibility to work global hours and willingness to travel globally if required. Additional Details: - Knowledge of CFTC, EMIR, NCMR regulations and experience with OTC Confirmations, Collateral Management, and Reconciliation platforms are preferable for this role at Derivative Operations.,

As an Associate in Collateral Operations within Derivative Operations, your role will involve managing Portfolio Reconciliation, Margin call management, and ensuring Regulatory adherence. You will also be responsible for cross LOBs metrics and projects, aiming to build a culture of continuous improvement across Back Office, Middle offices, and Global teams. Your interactions with multiple Operations & Technology teams will be crucial in providing business support. - Manage Portfolio Reconciliation and Collateral Dispute. - Oversee daily Margin Exchange - Same day Settlement and Exception management. - Supervise MTM breaks, including data quality and strategic projects in collaboration with Middle Offices, Credit risk, VCG, etc. - Focus on deep dive and fixing upstream issues to minimize breaks. - Play a key role in regulatory compliance for CFTC, EMIR, NCMR, etc. - Enhance controls in the process to ensure 100% accuracy and compliance with Regulatory rules. - Manage any new analysis requirements across multiple stakeholders and provide regular updates to senior management on BAU, projects, etc. - Supervise UAT testing and manage strategic automation projects. Qualifications and Skills Required: - CA/ MBA with at least 6 years / Graduate or Post-Graduate with at least 8 years experience in operations. - Familiarity with a global bank's process & operational environment is essential, including management and external reporting. - Strong business knowledge in Investment Banking, OTC products, processes, and systems. - Ability to think and act strategically, drive results through a "hands-on" approach, and manage high achievers with diverse skill sets. - Excellent verbal and written communication skills, adept at communicating with all levels of the business and technical parts of the organization. - Skilled in MS Office applications and operating effectively in a dynamic environment with tight deadlines. - Flexibility to work global hours and willingness to travel globally, if needed. Preferred Qualifications and Skills: - Knowledge of CFTC, EMIR, NCMR regulations is preferable. - Experience in OTC Confirmations, Collateral Management, and Reconciliation platforms will be advantageous.,

Role Overview: The Assistant Vice President (AVP) Risk Analytics will be a key player in driving quantitative and qualitative benchmarking of risk-weighted assets (RWA) and leverage exposure under evolving Basel regulatory frameworks for global investment banks. As a subject-matter expert (SME) in benchmarking RWA and LE, you will interpret regulatory disclosures, identify trends, and provide actionable insights to senior stakeholders. Your deep knowledge of investment banking products, regulatory capital frameworks, and advanced analytical skills will ensure accurate and insightful benchmarking. Key Responsibilities: - Maintain a strong understanding of investment banking products and their RWA / leverage exposure drivers such as derivatives, trading book positions, counterparty credit risk, CVA, repo/reverse repo, and securities financing. - Continuously monitor Basel III/IV regulations (Basel Endgame, FRTB, CVA, SA-CCR, leverage ratio) and translate them into business and risk implications. - Conduct in-depth analysis of public regulatory filings (e.g., Pillar 3 reports, FR Y-9C, FFIEC 102, EBA templates) to identify trends, peer comparisons, and risk drivers. - Develop and finalize benchmarking models for RWAs and leverage exposure, ensuring accuracy, transparency, explainability of outputs, data validation, and reconciliation of discrepancies. - Identify and utilize new reports, datasets, and research sources to enhance benchmarking depth and accuracy. - Translate quantitative findings into actionable insights on capital efficiency and other key metrics for senior management and stakeholders. - Manage and prioritize multiple projects under tight deadlines to deliver accurate, high-quality outputs. - Collaborate with internal and external stakeholders to align benchmarking insights with business objectives. Qualifications Required: - Strong knowledge of investment banking products and regulatory capital frameworks. - Advanced analytical skills and ability to interpret regulatory disclosures. - Experience in benchmarking RWAs and leverage exposure. - Proficiency in conducting in-depth analysis of public regulatory filings. - Ability to mentor junior analysts and associates, ensuring best practices and knowledge sharing.,

Role Overview: As a Software Developer, you will be responsible for designing, developing, and implementing robust and scalable applications using C# and .NET frameworks. Additionally, you will contribute to the development and enhancement of risk management systems, specifically focusing on Credit Risk, Counterparty Credit Risk Management (CCM Risk), and Treasury risk. You will work with data and logic related to various capital market products such as Bonds, Repos, and Derivatives (Dx). Ensuring high code quality through rigorous testing, code reviews, and adherence to best practices will be a key part of your role. Moreover, you will identify and address performance bottlenecks in both application code (C#, .NET) and database queries (SQL, Oracle PL/SQL). Creating and maintaining technical documentation, collaborating effectively within an Agile team environment, and working with other developers, QA engineers, and project managers will also be essential aspects of your job. Key Responsibilities: - Design, develop, and implement robust and scalable applications using C# and .NET frameworks - Write and optimize SQL queries, stored procedures, functions, and triggers in Oracle databases - Contribute to the development and enhancement of risk management systems - Work with data and logic related to capital market products such as Bonds, Repos, and Derivatives (Dx) - Ensure high code quality through testing, code reviews, and adherence to best practices - Identify and address performance bottlenecks in application code and database queries - Create and maintain technical documentation - Collaborate effectively within an Agile team environment with other developers, QA engineers, and project managers Qualifications Required: - Strong hands-on experience with C# and the .NET framework (including .NET Core) - Proficiency in writing complex SQL queries, understanding database schemas, and data manipulation - Solid experience working with Oracle databases, including PL/SQL development - Proven experience working within the Capital Markets domain - Direct experience in the Risk domain, including understanding of concepts like Credit Risk, Market Risk, or Operational Risk - Familiarity with financial products such as Bond Repos, Derivatives (Dx), Counterparty Credit Risk Management (CCM Risk), and Treasury products/operations - Strong analytical and problem-solving skills with the ability to debug complex issues - Good verbal and written communication skills, with the ability to explain technical concepts clearly,