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08/07 Prerna
Assistant Manager at Mancer Consulting Services

Views:2437 Applications:82 Rec. Actions:Recruiter Actions:13

Leader - Model Development - Credit Risk/Rating (8-12 yrs)

Delhi/NCR/Bangalore Job Code: 153160

Roles & Responsibilities

- Limit monitoring of credit exposure on a daily basis

- Financial disclosure reporting of derivative (FASB) and off balance sheet exposures

- Level III classification and disclosure reporting

- Team management of a large team involved in risk management services to the client

- Account management and relationship management

- Business development of risk management services across risk horizontal and global clients

Requirements :

- Strong understanding of Financial Markets with increased focus on Credit, Market & Interest Rate Risk framework of both Balance Sheet Products and Derivatives. Exposure to treasury products such as Interest rate swaps, currency swaps, cross currency swaps, credit default swaps, swaptions, caps & floors.

- Strong understanding of Market Risk concepts like VAR, Stress testing, Economic capital Estimation, Volatility Analysis, Scenario Analysis.

- Strong understanding of Credit risk concepts like Credit Value adjustment, Credit Exposure and Counterparty Credit Risk

- Quantitative skills in Model Development and Validation. Develop and test models used to estimate VaR (Parametric & Non Parametric), Stress Tests, Validate Market Valuation and Interest Rate risk models, EaR, Market Data Models, Yield Curve Construction, Calibration of existing models.

- Strong understanding of Credit Ratings & Ratings Migration

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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