Chat

iimjobs

jobseeker Logo
Now Apply on the Go!
Download iimjobs Jobseeker App and get a seamless experience for your job-hunting
22/09 Aathira
HR Consultant at Black Turtle

Views:2284 Applications:29 Rec. Actions:Recruiter Actions:11

Associate/Manager - Global Risk - Quant Risk - IIT (4-8 yrs)

Mumbai Job Code: 259795

Associate (Manager)

Global Risk - Quant Risk - Associate

Overview :

Credit Risk Analytics develops the quantitative methodologies used to measure counterparty credit risk (Potential Exposure); provides analyses and consultation on credit risk quantification

Position specifications :

Division : Global Risk

Function : Quant Risk

Corporate Title : Associate

No. of Position : 1

Experience : 5 - 6 years

Qualification : Masters in Financial Engineering / Dual degree from IIT (Post graduates)

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 Work on various regulatory requirements including Back testing, Stress Testing, Model reviews, Calibration, User Acceptance Testing, Documentation of models Work on ad hoc risk models as per business requirements.

Key Skills :

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

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

- Expert level knowledge on MS-Excel, VBA, ipython

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

Add a note
  • Apply
  • Assess Yourself
  • Save
  • Insights
  • Follow-up
Something suspicious? Report this job posting.