Associate/AVP - Credit Risk - Investment Bank

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, and Documentation of models

- Work on ad hoc risk models as per business requirements.

Key Fitment:

- Knowledge of Derivatives, Monte carlo Simulation, Counterparty exposure concepts, Regulatory
regime.

- Masters in a quantitative discipline (Financial Engineering, Mathematics, Statistics, Physics, Econometrics)

- B.Tech/ MBA from Tier 1 institutes

- Expert level knowledge on MS-Excel, VBA, C+