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08/11 Javeria Siddiqui
HR Recruiter at Black Turtle

Views:2111 Applications:185 Rec. Actions:Recruiter Actions:90

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

Women-friendly workplace:

Maternity and Paternity Benefits

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