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08/11 Javeria Siddiqui
HR Recruiter at Black Turtle

Views:4486 Applications:243 Rec. Actions:Recruiter Actions:138

Associate - Counterparty Credit Risk - Financial Institution (3-6 yrs)

Mumbai Job Code: 762753

Job Description :


- This team is responsible for enhancement and methodological support of PRISM (global counterparty credit exposure measurement system) to accommodate new business needs and maintain regulatory

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


- Provide 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.

- 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

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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