Risk Management Role - Investment Bank

Job Opportunity with Leading Investment Bank

Exp: 2-4 yrs

Location: Mumbai

Requirements:

This role will focus on the SFT side of the business from counterparty risk point of view;

- Provides analysis and consultation on counterparty credit risk quantification and participate in global efforts on modelling counterparty credit risk exposure.

- Work closely with model Global development teams on implementation of models and systems.

- Work on various regulatory requirements including Back testing, Model reviews, Calibration, User Acceptance Testing, Documentation of models.

- 5+ years of experience working within risk domain, preferably counterparty risk

- Knowledge of fixed income including pricing various traded bonds ranging from vanilla to exotic.