Managing Director at TruLux Consulting
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Risk Analyst - Credit Risk - Investment Bank (1-6 yrs)
Company: Leading Investment Bank
Location: Mumbai
Role: Risk Analyst (Credit Risk)
Responsibilities:
- Running and maintaining all processes for calibration of parameters of Monte Carlo Tool used in exposure measurement globally. These tools are in place to
- Calculate various parameters like Volatility, Correlation etc. for particular asset classes,
- Assess materiality of non-simulated risk factors.
- Perform analysis for failed trades in Monte Carlo Pricing Tool.
- Monitoring large and important long term maturity trades.
Those interested, kindly mail your updated resume with the title as 'Risk Analyst'.
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