Associate/Senior Associate

7 days ago


Mumbai, Maharashtra, India Zodnik Solutions Full time

Associate/Senior Associate - Counterparty Risk

Position Specifications:

Corporate Title Associate

Functional Title Associate / Senior Associate

Experience: 5 to 7 years

Qualification: Masters in Quantitative discipline (B.E/B. Tech+, M. Tech, MSc (Maths/Stats, Econometrics)

Role & Responsibilities:

- 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.

- Work on ad hoc risk models as per business requirements.

Mind Set:

Mandatory:

- 5+ 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

(ref:iimjobs.com)
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