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18/12 Rachita
HR at Black Turtle

Views:217 Applications:64 Rec. Actions:Recruiter Actions:48

Associate - Risk Methodology - BFSI (4-6 yrs)

Mumbai Job Code: 874649

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

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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