Credit Risk Analyst - Investment Bank

This is an opportunity with a leading Investment Banking portion.

Kindly find the pointers to the profile.

Key Fitment: Mandatory

- Knowledge of Derivatives, Monte carlo Simulation, Counterparty exposure concepts, Regulatory regime.

- Masters in a quantitative discipline (Financial Engineering, Mathematics, Statistics, Physics, Econometrics)

- Expert level knowledge on MS-Excel, VBA, C+

Credit Risk Analytics :

Risk Management Division has the following functions – Credit risk, Market risk, Quant risk, Operational risk and Data group.

We are currently looking to fill a position as per details below:

- Credit Risk Analytics develops the quantitative methodologies used to measure counterparty credit risk (Potential Exposure); provides analyses and consultation on credit risk quantification

- Participate in global efforts on modeling credit risk exposure - Potential Exposure (PE)

- Work closely with PE development teams in London & Mumbai on implementation of models and systems

- Support business/risk managers for live complex structured derivatives transactions

- Back testing, Stress Testing, Calibration, User Acceptance Testing, Documentation of models

- Work on ad hoc risk models as per business requirements.

Tuhina Maathur
8879566952