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Consultant at Black Turtle
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Associate - Risk Methodology - Over The Counter (5-9 yrs)
Global Risk- risk Methodology- Associate _ OTC
- Masters in Quantitative discipline (B.E/B. Tech+, M. Tech, MSc (Maths/Stats), Econometrics)
- Research and development of new counterparty exposure analytics for the computation of FRTB SA-CVA.
- Business analysis and development of modelling prototypes. Implementation of risk models into strategic risk system (this includes developing methodology, building prototype, writing technical business requirement document, performing model testing, ensure compliance with regulatory requirements and liaising with model validation group).
- Provision of support for the exposure and regulatory capital (IMM) models (including exposure sensitivities).
- Provision of quantitative support to the trading desks for pre-deal portfolio risk and regulatory/economic capital analysis.
- To work on various regulatory requirements and to work on ad-hoc risk models as per business requirements.
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