Counterparty Credit Risk - Big4

Our client Big-4 is Hiring

Counterparty Credit Risk

Experience - 3 to 8 years

- Calculating credit risk across all markets (FX, rates, equities, fixed income, commodities) and financial products (loans, derivatives,)

- Knowledge of computation of impact of netting, collaterals, margin period of risk and wrong way risk on credit risk calculations

- Knowledge of valuation techniques for all financial instruments and experience of working with valuation engines/soft wares such as FinCAD, Numerix etc.

- Knowledge of computation of Probability of Default, recovery and exposure measures (EE, PFE, EEPE, EPE etc.), Credit Valuation Adjustment and capital for derivative products

- Knowledge of Monte Carlo scenario generation methodology for different risk factors (IR, FX). Skill in statistical software R/SAS, VBA and SQL will be an advantage

- Knowledge of regulatory requirements under Basel II and III

- Know of a software tools and technology implementation experience for credit risk systems (Kondor, Algorithmics etc.)

Kindly share me your few details..

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Satya Thakur
98498 31424