This is to inform you regarding a job opportunity with a leading investment bank in Mumbai.  Kindly find the pointers to the profile.  Its Manditory to have prior experience in the following:   Please go through the JD throughly before applying.  - Knowledge of Derivatives, Monte carlo Simulation, Counterparty exposure concepts, Regulatory regime.  Credit Risk Analytics  - Risk Management Division has the following functions – Credit risk, Market risk, Quant risk, Operational risk and Data group. We are currently looking to fill a position as per details below:  - 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, Regulatory regime.  - Masters in a quantitative discipline (Financial Engineering, Mathematics, Statistics, Physics, Econometrics)  - Expert level knowledge on MS-Excel, VBA, C++  Tuhina Maathur 8879566952

Mumbai

Analyst - Derivatives/Credit Risk - Inv Bank 

Job Description for Analyst - Derivatives/Credit Risk - Inv Bank  in Black Turtle in  Mumbai for (1-6) years of experience. Apply Now!