Senior Credit Risk Analytics Role

Our client is one of the leading consulting firms which provides industry focused services for clients across geographies. We are having a senior leadership role in the credit risk space to manage credit risk / exposure analytics for one of the leading Investment bank in Mumbai.

Some of the key responsibilities will include:

- Enhance Credit Risk data management process to meet the Firm's Data Policy requirements and Regulatory expectations (such as those established by BCBS239).

- Worked on Traded products subject matter expertise and Credit risk exposure calculation subject matter expertise.

- Comfort with derivative products and how they contribute to credit risk exposure and capital calculations.

- Familiarity with Monte Carlo simulation methodology and its application to calculate metrics such as EEPE and PFE.

- Significant experience with data management at a Financial Services firm, including data architecture, governance, analysis, controls, and process automation.

To be eligible for this role you will require:

- 10+ years of hands-on experience in middle office in the risk management space specifically in credit risk/counterparty/derivatives risk management/exposure analytics.

- Education Qualification: Bachelor's/Master's in quantitative field along with CFA/FRM.

- Proficiency in programing languages - SQL.

- Excellent communications skills - verbal and written.