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14/05 Arun Kumar C
HR Associate at Talent Pursuits

Views:4418 Applications:151 Rec. Actions:Recruiter Actions:148

Senior Quant Analyst/Lead Analyst - Credit Risk/Market Risk - BFSI/KPO (3-5 yrs)

Mumbai/Pune Job Code: 217771

Resource Bridge - a search firm based in Chennai focusing on the mid management hiring. One of our clients, a largest and top-ranked provider of high end research and analytics and rating services is looking for people to join them based of Pune

Position: Senior Quant Analyst / Lead Analyst

Location: Pune / Mumbai

Roles & Responsibilities:

- Contribute to methodology and implementation of Incremental Risk Charge (IRC) methodology to comply with new rules (Fundamental Review of the Trading Book)

- Focus is on the calculation of the capital charge for default risk in the trading book under the Standardised Approach (SA) for the quantitative impact study that the Basel Committee of Banking Supervision run.

- Run tactical calculation process, including sourcing of data and adjustment of calculation as necessary

- Work experience in credit risk modelling, ideally in FRTB IDR IRC, calculation of SA for credit risk under FRTB.

- Good understanding of credit risky instruments in the trading book.

- Understanding of the Basel II Accord and its standardised charges for credit or market risk.

- Experience with Basel II, FRTB IDR AND SA for default risk or SA for credit/market risk in Basel II

In case of Interest Kindly revert me with an Updated CV with Current CTC Details

Arun Kumar
Talent Pursuits, Chennai
+04442659266

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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