Senior Analyst - Counterparty Risk - BFSI

- 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.