Top Investment bank is planning to hire candidate with about 4 to 8 years experience in Quant Risk management Side.  Primary role of this group is development of methodology for counterparty credit risk measurement including scenarios and stress testing, back-testing of IMM models, Wrong Way Risk assessment and Collateral treatment.The primary role of the team is to measure and verify counterparty credit risk for the investment bank and do the changes/enhancements to the methodology frameworks.   Responsibility :  - Collaborate in implementing methodology changes in Wrong WayRisk  - Collateral haircut and margin period of risk  - Maintain and enhance the routing tables used to route trades to the most appropriate calculators.   Qualification/Competence:   - MBA with numerical degree  - Knowledge of risk mitigation practices and experience with Basel II/III

Mumbai

AVP - Credit Risk Analytics - Investment Bank 

AVP - Credit Risk Analytics - Investment Bank  ,Job Description for AVP - Credit Risk Analytics - Investment Bank  in People Realm Recruitment Service in  Mumbai for (4-9) years of experience. Apply Now!

Job Description for AVP - Credit Risk Analytics - Investment Bank  in People Realm Recruitment Service in  Mumbai for (4-9) years of experience. Apply Now!