HR Recruiter at Black Turtle
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Senior Analyst - Counterparty Risk - BFSI (2-4 yrs)
- 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.