Associate - Risk Model/Model Development/Validation/Derivative Pricing/Derivative Risk - Bank

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

RESPONSIBILITIES:

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

- Experience in Backtesting, Stress Testing, Model reviews

- Work on risk models as per the requirements

REQUIREMENTS:

- Should be a Postgraduate with B.Tech/BE in a numerate field like Maths/ Statistics/ Quantitative / Physics/ Economics with 4 to 7 years of work experience in Credit Risk / Market Risk / Counterparty Credit Risk model development/ validation

- Experience in Derivatives pricing, Exotic Collateral/ OTC products, Monte Carlo Simulation, Regulatory regime

- Experience in Python / R / VBA / Tableau