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Manager at Talentedminds
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Counterparty Credit Risk - Big4 (3-9 yrs)
Our client Big-4 is Hiring
Counterparty Credit Risk
Experience - 3 to 8 years
- Calculating credit risk across all markets (FX, rates, equities, fixed income, commodities) and financial products (loans, derivatives,)
- Knowledge of computation of impact of netting, collaterals, margin period of risk and wrong way risk on credit risk calculations
- Knowledge of valuation techniques for all financial instruments and experience of working with valuation engines/soft wares such as FinCAD, Numerix etc.
- Knowledge of computation of Probability of Default, recovery and exposure measures (EE, PFE, EEPE, EPE etc.), Credit Valuation Adjustment and capital for derivative products
- Knowledge of Monte Carlo scenario generation methodology for different risk factors (IR, FX). Skill in statistical software R/SAS, VBA and SQL will be an advantage
- Knowledge of regulatory requirements under Basel II and III
- Know of a software tools and technology implementation experience for credit risk systems (Kondor, Algorithmics etc.)
Kindly share me your few details..
Total Exp:
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Reason for Change:
Current Location:
Satya Thakur
98498 31424
This job opening was posted long time back. It may not be active. Nor was it removed by the recruiter. Please use your discretion.
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