Chat

iimjobs

jobseeker Logo
Now Apply on the Go!
Download iimjobs Jobseeker App and get a seamless experience for your job-hunting
19/08 Sumit TruLux
Managing Director at TruLux Consulting

Views:2552 Applications:309 Rec. Actions:Recruiter Actions:0

Risk Analyst - Credit Risk - Investment Bank (1-6 yrs)

Mumbai Job Code: 159969

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'.

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

Add a note
Something suspicious? Report this job posting.