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23/04 Farhan
Consultant- Executive Search at Peepal Talent Consulting

Views:3292 Applications:381 Rec. Actions:Recruiter Actions:7

Credit Risk Analytics (1-5 yrs)

Mumbai Job Code: 141304

Opening with leading Financial Company

Credit Risk Analytics

- 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.

Key Fitment:

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

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

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

- Regulatory regime.

Interested candidates can share their resume or can contact @ 09686675438.

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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