AVP/VP- Credit Risk Management- Credit Analytics - Investment Banking

As one of the world's leading Investment Banking.

Role overview :

The team in Mumbai is part of the global CRM-Credit Analytics team. We cover the following areas:

- Counterparty Credit Risk

- Client Credit Risk

- Monte-Carlo Methodologies

- Issuer Credit Risk

- Trade Analysis

- Scenarios and Stress Testing

As a member of this team you will be collaborating with colleagues and stakeholders globally to deliver on multiple projects we undertake in the above functional areas.

Qualifications /Competencies :

- Roles in Credit Analytics are technical and hence even for a managerial positions it will require candidates to be highly detail oriented and undertake hands-on tasks

- Strong experience/knowledge in at least some of the following areas (in quant space):

Counterparty Credit Risk :

- Pricing and valuation - Derivatives (across one or more asset classes)

- Computation of Risk Metrics (e.g. VaR, EPE, PFE, RWA, Greeks)

- Credit Portfolio Modelling - Default and Migration Risk

- Risk Scenarios and Stress Testing

- Regulatory framework and rules (e.g. BASEL, CCAR etc.)

- AIRB - LGD, PD and CCF Modelling

- Back-Testing and Monte-Carlo Methodologies

- Strong Quant skills and aptitude - We expect candidates to have good understanding of Probability and Statistics / other quant concepts used in above areas

- Good technical skills - exposure/hands on to at least one of the below programming language/database:

- Programming and Algorithms: R, Python, Java, C++, Matlab, VBA etc.

- Database and SQL: MS Access, MySQL, Oracle etc.

- Advanced degree in finance, mathematics, econometrics, engineering or other quantitative subject. Candidates from other streams who are able to demonstrate good conceptual understanding and are willing to understand the Credit Risk Models in depth are welcome to apply as well

- Good Communication skills (oral and written): Ability to communicate logically and precisely, including writing extended documentation

- Team management experience might be required/advantageous (depending on the specific role requirement)

- Highly Detail Oriented. This role requires candidates to be hand-on and able to drive end to end projects independently