int(8742)
Mumbai, India

Senior Credit Risk Analytics

Our client is one of the leading consulting firms which provides industry focused services for clients across geographies. We are having a senior leadership role in the credit risk space to manage credit risk / exposure analytics for one of the leading Investment bank in Mumbai.

Please contact Adil Sharieff or email your cv directly in word format with job reference number JO0000007790 to riskandquants-in@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

  • Enhance Credit Risk data management process to meet the Firm’s Data Policy requirements and Regulatory expectations (such as those established by BCBS239).
  • Worked on Traded products subject matter expertise and Credit risk exposure calculation subject matter expertise.
  • Comfort with derivative products and how they contribute to credit risk exposure and capital calculations.
  • Familiarity with Monte Carlo simulation methodology and its application to calculate metrics such as EEPE and PFE.
  • Significant experience with data management at a Financial Services firm, including data architecture, governance, analysis, controls, and process automation.

Role requirements

  • 10+ years of hands-on experience in middle office in the risk management space specifically in credit risk/counterparty/derivatives risk management/ exposure analytics.
  • Education Qualification: Bachelor’s/Master’s in quantitative field along with CFA/FRM.
  • Proficiency in programing languages – SQL.
  • Excellent communications skills – verbal and written.