Credit Risk - VAR - BFSI

We have an opening with a reputed financial services firm in the Credit Risk space. The opening is for a candidate with 1-5 years of experience. The role involves:

- Monitoring trades and investigating risks related to the trade.

- Analysis and completion of model validations

- Analyzing risk related aspects such as PE and EPE

- Working closely with colleagues in the credit risk team and supporting their requirements

We are looking for candidates with a mathematics/ statistics or engineering background with knowledge of areas such as pricing models and metrics such as VaR, PE/ EPE.