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Strong tier-1 bank, mid-level (2-5 yrs) Mumbai role increases candidate competition despite niche derivatives skill requirement.
Role requires specialized derivatives funding, collateral and treasury expertise, limiting cross-industry transferability.
Explicit 2–5 years and domain-specific derivatives, funding, and collateral skills create strict shortlisting filters.
Manage and optimize funding requirements and collateral for listed derivatives, including daily margin calls and balance sheet usage.
Develop and execute funding strategies, monitor market and regulatory impacts, and manage risk compliance related to listed derivatives funding.
Collaborate with internal teams and external counterparties; build and enhance tools to track cash, collateral, and daily P&L movements.
2-5 years of relevant experience in funding, treasury, collateral management, or derivatives operations.
Bachelor’s degree in Finance, Economics, or a Quantitative field.
Strong understanding of listed derivatives products, funding mechanics, margin methodologies, clearing processes, treasury principles, collateral management, and regulatory frameworks such as UMR and Basel.
Proficiency in financial modeling using Excel and Python; knowledge of Python, SQL, and data visualization tools (Tableau or Power BI) is a plus.
Experienced professional with operational exposure to listed derivatives funding and collateral management in a fast-paced environment.
Comfortable working cross-functionally with trading, treasury, risk, and technology teams to optimize funding and balance sheet usage.
Demonstrated ability to develop analytical tools and leverage AI and data handling technologies to optimize workflows and solve business problems responsibly.