Associate - Risk Methodology - BFSI

Job Description :

- Experience into Risk (Market Risk/ Credit Risk/ Counterparty Credit Risk) + Derivative Modelling and Pricing Experience + Python/ R

- Grads/Masters in Maths/Stats/Quantitative Field (Post graduates) Tier 1

- Work closely with global development teams on implementation of models and systems

- Support business/risk managers for live complex structured derivatives transactions.

- To own the daily validation and reporting of the counterparty exposures.

- 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.

- Knowledge of Derivatives, Monte carlo Simulation, Counterparty exposure concepts, Regulatory regime.

- Masters in a quantitative discipline (Financial Engineering, Mathematics, Statistics, Physics, Econometrics) Competent knowledge on MS-Excel, VBA, Python

- Strong verbal and written communication skills

- Organisational skills, multi-tasking and detail oriented

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