We have an opening for Quant Risk - Risk Methodology - Associate - AVP.

Functional Title AVP

Qualification

Masters in a quantitative discipline (Financial Engineering, Mathematics, Statistics, Physics, Econometrics)

Roles & Responsibilities:

Credit Risk Analytics develops the quantitative methodologies used to measure counterparty credit risk (Potential Exposure/Expected Exposure/CVA);

- Provides analyses and consultation on credit risk quantification Participate in global efforts on modeling credit risk exposure

- 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.

- Work on various regulatory requirements including Back testing, Stress Testing, Model reviews, Calibration, User Acceptance Testing, Documentation of models

- Work on ad hoc risk models as per business requirements.

Mandatory:

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 plus

- Strong verbal and written communication skills

- Organisational skills, multi-tasking and detail oriented

- Delivery focussed with the ability to work well under pressure and meet deadlines under compressed timescales

Credit Risk Analytics develops the quantitative methodologies used to measure counterparty credit risk (Potential Exposure/Expected Exposure/CVA);

- Provides analyses and consultation on credit risk quantification Participate in global efforts on modeling credit risk exposure

- 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.

- Work on various regulatory requirements including Back testing, Stress Testing, Model reviews, Calibration, User Acceptance Testing, Documentation of models

- Work on ad hoc risk models as per business requirements.

If you find it is suitable then please send me your updated CV with below detail or provide me a reference .

- Total Exp:

- Relevant Experience :

- Current CTC :

- Expected CTC :

- Notice Period :

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- Hierarchy Structure:

- Handling a team of :

Tejashree Waradkar
Team Leader
Dir No: +91 22 66848548|
Linkedin : https://www.linkedin.com/in/tejashree-w-5328b86a/
B-208, Kailash Business Park, Next to Parksite, Vikhroli(West), Mumbai 400079,India

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