Credit Risk Quant - BFSI

We have an opening with the captive unit of a reputed financial services MNC . The role is Mumbai based.

We are looking for candidates with 5- 6 years experience who have worked on counterparty credit risk and credit exposure and are well versed with developing quant strategies in the credit risk exposure space. Knowledge of VBA/ Python is required.

In this role:

- You will work extensively on credit risk analytics

- You will have to work closely with counterparts in London and Mumbai in implementation of exposure models

- Work on regulatory requirements such as model reviews, UAT, back testing and stress testing and support business managers on live structured derivative transactions

- Support global teams on modelling credit risk exposure