Credit Quant Risk

Role & Responsibilities of the Position (in Brief):
 - Credit Risk Analytics develops the quantitative methodologies used to measure counterparty credit risk (Potential Exposure)
 - Provides analyses and consultation on credit risk quantification
 - Participate in global efforts on modeling credit risk exposure - Potential Exposure (PE)
 - Work closely with PE development teams in London & Mumbai on implementation of models and systems
 - Support business/risk managers for live complex structured derivatives transactions
 - Back testing, Stress Testing, Calibration, User Acceptance Testing, Documentation of models
 - Work on ad hoc risk models as per business requirements.

Requisite Qualifications/Skills:
 - B.Tech in Quantitative areas like Statistics, Engineering, Physics, Mathematics with a Masters degree from reputed schools with a few years of quantitative experience in banks / financial institutions.
 - Person should have good quantitative aptitude. Should posses sound knowledge of Derivative structures, Risk and Trading models.
 - Masters program in a quantitative area like Statistics, Engineering, Physics, Mathematics, Finance
 - Doctorate in any of the quantitative disciplines
 - Programming experience is highly desirable - Computing / Programming in a scientific language C++ / VB
 - Spread sheeting / MS-Excel macros

2 to 5 work of relevant experience

Write to twinkle@ikyaglobal.com