Associate - Risk Model - Bank

ROLE :

Our client, a leading Global Bank is looking for an Associate - Risk for their office in Mumbai to develop and validate the risk models

RESPONSIBILITIES :

- Responsible for implementation of models and systems

- Work on complex structured derivatives transactions, documentation of models, validation, and reporting of the counterparty exposures

- Experience in Backtesting, Stress Testing, Modelreviews, UAT

- Work on risk models as per the requirements

REQUIREMENTS :

- 4 to 6 years of work experience in Credit Risk / Market Risk / Counterparty Credit Risk

- Experience in Derivatives model & pricing, OTC products, Monte Carlo Simulation, Regulatory regime

- Experience in Python / R (preferred) and experience in VBA / Tableau (good to have)

- Should be a Postgraduate with BTech/BE in a numerate field like Maths/Statistics/Quantitative/Physics/Economics