Counterparty Credit Risk Role - Big4

We are Hiring for one of the Big 4

We are looking for Counterparty credit risk (CCR)/ Market Risk Professionals to work within a dynamic team under Financial Risk advisory consulting.

Key Competencies :

- Strong Business understanding of Derivatives (OTC, ETD and Cleared) and Securities Financing transactions

- Understanding of SA-CCR, CEM and IMM- Monte carlo Exposure calculation methods.

- Good understanding of Basel Norms-III and IV

- Knowledge of Market risk concepts - VaR, ES, IRC, sensitivities, etc

- Hands on experience on the Valuations of Traded Financial Products especially OTC and ETD

- Any exposure on programming languages such as Python, R would be an advantage