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