Risk Analyst - Credit Risk - Investment Bank

Company: Leading Investment Bank

Location: Mumbai

Role: Risk Analyst (Credit Risk)

Responsibilities:

- Running and maintaining all processes for calibration of parameters of Monte Carlo Tool used in exposure measurement globally. These tools are in place to

- Calculate various parameters like Volatility, Correlation etc. for particular asset classes,

- Assess materiality of non-simulated risk factors.

- Perform analysis for failed trades in Monte Carlo Pricing Tool.

- Monitoring large and important long term maturity trades.

Those interested, kindly mail your updated resume with the title as 'Risk Analyst'.