Mumbai, India

Associate Director – Counterparty Credit Risk

Exciting opportunity with one of the leading investment banks who are a client of The Edge Partnership are aggressively expanding their Counterparty Credit Risk team in India hence looking to hire senior lead who will be working in the Exposure Risk Management team in the Risk Methodology department.

Please contact Shashikant Bomma or email your cv directly in word format with job reference no. JO0000005369 to banking-India@theedgepartnership.com

Please note that due to the high number of applications only shortlisted candidates will be contacted. If you do not hear from us in the next 5 business days we regret to inform you that your application for this position was unsuccessful.

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Key responsibilities

Developing, building and maintaining the Counterparty credit risk exposure models.
Documenting and accessing the performance of unstressed and stressed exposure models used for risk management and regulatory requirements, and staying up to date with European and US regulators.
Developing and maintaining Credit exposure models using quantitative methods relating to sophisticated derivative pricing models.

Role requirements

A university degree (M.Sc or PhD) in Finance, mathematics/Statistics, Science, or in a numerical discipline within minimum 6+ years’ working experience in Counterparty Credit risk space.
3+ years’ experience in the Quant / Quantitative area with an investment bank.
Must have strong working experience with high level programming languages (C#, Python, C++)
Knowledge of Statistical modeling software such as Rstudio, SAS, SQL is desirable.
A good command verbal and written over English is considered.

Mumbai, India

Associate Director – Counterparty Credit Risk

Key responsibilities

Role requirements

Apply for this Job

Associate Director – Counterparty Credit Risk

Mumbai, India

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