Senior Associate - Quant Risk - Risk Methodology

Qualification:

Masters in a quantitative discipline (Financial Engineering, Mathematics,

Statistics, Physics, Econometrics)

Roles & Responsibilities:

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

- Provides analyses and consultation on credit risk quantification Participate in global efforts on modeling 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.

Mind Set:

- Knowledge of Bonds/Repos, HCs, Monte Carlo Simulation, Counterparty exposure concepts, Regulatory regime.

- Proficiency in Excel-VBA/Python,

- Strong verbal and written communication skills

- Organisational skills, multi-tasking and detail oriented

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