We have an urgent opening with our client in Pune.  JD:  Location : Pune  Desired Experience : 6 to 8 years of Financial services experience in Credit Risk Management or Credit Model Development (PD, LGD, EAD) or Credit Capital reporting in an Investment Bank.  Main Responsibilities:  - Understanding of regulatory environment framework Basel 3 and Counterparty Credit Risk CVA. Research alternate sources of data for continued comparison and quality assurance, including data extracted from the bank’s internal systems  - Working knowledge of VaR and Credit Risk EE/PFE methodologies and Risk sensitivities  - Working knowledge of traded product credit exposure measurement techniques (MTM + add-on, PFE monte-carlo simulation etc) and their application across the range of traded derivative products.  - The primary focus of the role includes the analysis, specification, design and implementation of daily Credit risk feeds.   - The role involves understanding the various processes to generate the risk numbers retrieved by various risk feeds. This will involve evaluation and analysis of Credit risk exposures by employing statistical and other approaches.  - Work closely with the Business, Front Office IT, Risk IT, Controllers, Operations and counterparts in other regions Working knowledge of VaR and Risk sensitivities.  - The key elements of the projects include planning, assessment of completeness and accuracy of the data, specification of feeds, processing and testing.  In case you wish to explore this opportunity, please feel free to call me on 02065100881.  Reema Maheshwari Founder & Chief Consultant Credence HR Services LL- 020-65100881 LinkedIn: in.linkedin.com/in/reemamaheshwari/ Visit us : www.credencehrservices.com

Pune

AVP - Basel 3 Capital & Credit Data - Investment Bank 

AVP - Basel 3 Capital & Credit Data - Investment Bank  ,Job Description for AVP - Basel 3 Capital & Credit Data - Investment Bank  in Credence HR Services in  Pune for (6-11) years of experience. Apply Now!

Job Description for AVP - Basel 3 Capital & Credit Data - Investment Bank  in Credence HR Services in  Pune for (6-11) years of experience. Apply Now!