Analyst/Sr Analyst Credit Risk Analytics with a leading Captive  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+  Rupa

Mumbai

Analyst/Sr Analyst - Credit Risk Analytics 

Analyst/Sr Analyst - Credit Risk Analytics  ,Job Description for Analyst/Sr Analyst - Credit Risk Analytics  in Peepal Consulting in  Mumbai for (1-6) years of experience. Apply Now!

Job Description for Analyst/Sr Analyst - Credit Risk Analytics  in Peepal Consulting in  Mumbai for (1-6) years of experience. Apply Now!