Posted By
Posted in
Banking & Finance
Job Code
1165704
Counterparty Credit Risk - Big 4
We are hiring for One of the Big 4.
ROLE : Sr. Executive/AM/Manager
RESPONSIBILITIES :
- We are looking for Counterparty credit risk (CCR)/ Market Risk Professionals to work within a dynamic team under Financial Risk advisory consulting.
- The Candidate will work on Traded risk domain spanning from CCR exposure model development, Validation and monitoring, Derivatives Pricing, Stress testing framework, RWA and Capital Optimization, CtB and RtB roles.
Key Competencies :
- Strong Business understanding of Derivatives (OTC, ETD and Cleared) and Securities Financing transactions
- Understanding of SA-CCR, CEM and IMM- Monte carlo Exposure calculation methods.
- Good understanding of Basel Norms-III and IV
- Knowledge of Market risk concepts - VaR , ES, IRC, sensitivities, etc.
- Hands on experience on the Valuations of Traded Financial Products especially OTC and ETD
- Any exposure on programming languages such as Python, R would be an advantage.
Didn’t find the job appropriate? Report this Job
Posted By
Posted in
Banking & Finance
Job Code
1165704
Download the iimjobs app to
apply for jobs anywhere, anytime
Download on
App Store
Get it on
Google Play
Scan to Download