Associate/Senior Associate - Risk Methodology - BFSI

Associate/Senior Associate - Risk Methodology SFT-Tier 1 College only

Roles and Responsibility:

- This role will focus on the SFT side of the business from counterparty risk point of view;

- Provides analysis and consultation on counterparty credit risk quantification and participate in global efforts on modelling counterparty credit risk exposure.

- Work closely with model Global development teams on implementation of models and systems.

- Work on various regulatory requirements including Back testing, Model reviews, Calibration, User Acceptance Testing, Documentation of models.

- Work on ad hoc risk models as per business requirements.

Mind Set:

- 5+ years of experience working within risk domain, preferably counterparty risk

- Knowledge of Bonds/Repos, HCs, Stochastic Calculus, Counterparty exposure concepts, Regulatory regime

- Knowledge of fixed income including pricing various traded bonds ranging from vanilla to exotic

- Proficiency in Excel-VBA/Python

- Strong verbal and written communication skills