Partner at Symphoni HR
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Associate - Risk Model - Bank (4-7 yrs)
ROLE :
Our client, a leading Global Bank is looking for an Associate - Risk for their office in Mumbai to develop and validate the risk models
RESPONSIBILITIES :
- Responsible for implementation of models and systems
- Work on complex structured derivatives transactions, documentation of models, validation, and reporting of the counterparty exposures
- Experience in Backtesting, Stress Testing, Modelreviews, UAT
- Work on risk models as per the requirements
REQUIREMENTS :
- 4 to 6 years of work experience in Credit Risk / Market Risk / Counterparty Credit Risk
- Experience in Derivatives model & pricing, OTC products, Monte Carlo Simulation, Regulatory regime
- Experience in Python / R (preferred) and experience in VBA / Tableau (good to have)
- Should be a Postgraduate with BTech/BE in a numerate field like Maths/Statistics/Quantitative/Physics/Economics
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