25/09 Javeria Siddiqui
HR Recruiter at Black Turtle

Views:7276 Applications:449 Rec. Actions:Recruiter Actions:297

Senior Analyst - Counterparty Risk - BFSI (2-4 yrs)

Mumbai Job Code: 747552

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

- Provide analyses and consultation on credit risk quantification. Participate in global efforts on modelling credit risk exposure

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

- Work on various regulatory requirements including Back testing, Stress Testing, Model reviews.

- Calibration, User Acceptance Testing, Documentation of models.

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

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

- Knowledge of Options/Derivatives, basics of Derivatives Pricing Models, Monte Carlo Simulation, and Counterparty exposure related technical concepts and Regulatory requirements.

- Proficiency in Excel-VBA/Python/R desired.

- Strong verbal and written communication skills.

- Organizational skills, multi-tasking and detail oriented.

- Delivery focused with the ability to work well under pressure and meet deadlines under compressed timescales.

This job opening was posted long time back. It may not be active. Nor was it removed by the recruiter. Please use your discretion.

Women-friendly workplace:

Maternity and Paternity Benefits

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