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Recruitment at Black Turtle
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Credit Risk Analyst - Investment Bank (1-6 yrs)
This is an opportunity with a leading Investment Banking portion.
Kindly find the pointers to the profile.
Key Fitment: Mandatory
- 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+
Credit Risk Analytics :
Risk Management Division has the following functions – Credit risk, Market risk, Quant risk, Operational risk and Data group.
We are currently looking to fill a position as per details below:
- 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
- Back testing, Stress Testing, Calibration, User Acceptance Testing, Documentation of models
- Work on ad hoc risk models as per business requirements.
Tuhina Maathur
8879566952
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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