Credit Risk Analytics

Opening with leading Financial Company

Credit Risk Analytics

- Credit Risk Analytics develops the quantitative methodologies used to measure counterparty credit risk (Potential Exposure); provides analyses and consultation on credit risk quantification

- Participate in global efforts on modeling credit risk exposure - Potential Exposure (PE)

- Work closely with PE development teams in London & Mumbai on implementation of models and systems

- Support business/risk managers for live complex structured derivatives transactions

- Back testing, Stress Testing, Calibration, User Acceptance Testing, Documentation of models

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

Key Fitment:

- Knowledge of Derivatives, Monte carlo Simulation, Counterparty exposure concepts,

- Masters in a quantitative discipline (Financial Engineering, Mathematics, Statistics, Physics, Econometrics)

- Expert level knowledge on MS-Excel, VBA, C++

- Regulatory regime.

Interested candidates can share their resume or can contact @ 09686675438.