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12/04 Maaz Ansari
Sr. Consultant at Black Turtle at Black Turtle

Views:5877 Applications:429 Rec. Actions:Recruiter Actions:287

Associate - Credit Risk Analytics - Inv Bank (2-5 yrs)

Mumbai Job Code: 139811

Associate opportunity with top investment bank based in Mumbai. Mentioned below is the JD with required skill set.

Position Specifications:

Function - Credit Risk Analytics

Job Title - Associate

Reporting To - VP / Head

Experience - 2-5 years

Qualification - M. Sc Statistics/Mathematics/Financial Engineering

Job Description:

- Risk Management Division in Mumbai has the following functions – Credit risk, Market risk, Quant risk, Operational risk and Data group.

- 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 (Onshore team) 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.

Key Fitment:

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

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

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

Mandate experience:

- M. Sc in Statistics/Mathematics/Financial Engineering (from international Tier 1 college)

- Derivative model development / validation / implementation expereince mandate.

Exp: Relevant of 0.6-1 year out 2-5 years of total experience.

This job opening was posted long time back. It may not be active. Nor was it removed by the recruiter. Please use your discretion.

Women-friendly workplace:

Maternity and Paternity Benefits

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