Analyst/Associate Credit Quant

We have an opening with a client who are a reputed captive investment bank based in Mumbai. The role is in the financing risk quant space for an analyst/ associate.

Some responsibilities of the role are:

1. Exposure analysis and counter party computation across asset classes

2. Haircut analysis, Potential Exposure , Expected Potential Exposure calculations for structured products

3. Independent Amount (IA) measurements for trades

4. Enhancing models used for analysis of products

Candidates with 1 - 5 years experience, a quantitative finance disciple and a background in market risk quant, experience in counterparty and exposure analysis would be suitable for this role.