We have an urgent requirement with our client in Mumbai.  Job Description:  Key Deliverables:  - Running and maintaining all processes for calibration of parameters of Monte Carlo Tool used in exposure measurement globally. These tools are in place to Calculate various parameters like Volatility, Correlation etc. for particular asset classes, Assess materiality of non-simulated risk factors.  - Perform analysis for failed trades in Monte Carlo Pricing Tool.   - Monitoring large and important long term maturity trades.  - Other bespoke requests regarding exposure analysis for several audit or regulatory reports.  Qualifications/ Competencies:  - Should have experience with at least one of the following   OTC Derivatives (At least one asset class), Secured Financing Transactions   Pricing models   Computation of risk metrics (e.g VaR, EPE, PFE, Greeks)  Financial Mathematics  - MBA/Analytical/Numerical degree  - Should have knowledge of basic programming, algorithm.   - Knowledge of risk mitigation practices and experience with Basel II/III initiatives would be considered advantageous.  - Being responsible for deliverables.  - Good Communication skills.   - Highly Detail Oriented.   - Good MS Access, Python, Matlab/Mathematica skills   - Good VBA & SQL knowledge   In case you wish to explore this opportunity, please feel free to call me on 020-65100881.  Reema Maheshwari Founder & Chief Consultant Credence HR Services LL- 020-65100881 LinkedIn: in.linkedin.com/in/reemamaheshwari/ Visit us : www.credencehrservices.com

Mumbai

Analyst - Monte Carlo Methodology 

Analyst - Monte Carlo Methodology  ,Job Description for Analyst - Monte Carlo Methodology  in Credence HR Services in  Mumbai for (2-5) years of experience. Apply Now!

Job Description for Analyst - Monte Carlo Methodology  in Credence HR Services in  Mumbai for (2-5) years of experience. Apply Now!