int(9781)
Mumbai, India

Associate/Senior Associate

Our client is one of the leading investment banks which provides industry focused services for clients across geographies. We are currently looking for a skilled professional to join their Model Risk team in Mumbai.

Please contact Jagruti Chanchlani or email your cv directly in word format with job reference no. JOB-11741 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.

Apply for this Job

Key responsibilities

  • Provides analysis and consultation on counterparty credit risk quantification and participates 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.
  • Work on ad hoc risk models as per business requirements.

Role requirements

  • 3-6 years of experience working within risk domain, preferably counterparty risk.
  • Knowledge of Bonds/Repos, HCs, Stochastic Calculus, Counterparty exposure concepts, Regulatory regime.
  • Knowledge of fixed income including pricing various traded bonds ranging from vanilla to exotic.
  • Proficiency in Excel-VBA/Python
  • Strong verbal and written communication skills.