Associate - Counterparty Credit Risk - Financial Institution

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