Credit Risk Modelling Specialist

4 days ago

Mumbai, Maharashtra, India beBeeCreditRisk Full time

Job Title: Credit Risk Modeling Specialist

About the Role

This is an exciting opportunity to join our team as a Credit Risk Modeling Specialist. As a key member of our credit risk management team, you will be responsible for developing and maintaining sophisticated mathematical models to value and hedge financial transactions ranging from vanilla flow products to complex derivative deals.

Key Responsibilities
  • Develop and maintain mathematical models to evaluate credit risk exposure across various lines of business
  • Collaborate with risk functions to develop models for market and credit risk the bank is exposed to
  • Build cutting-edge methodologies and infrastructure to implement models in production
Required Skills and Qualifications

To succeed in this role, you will need to have a strong background in quantitative fields such as engineering, financial engineering, computer science, mathematics, sciences, statistics, econometrics, or other relevant disciplines.

  • You should have a solid understanding of calculus, linear algebra, probability, and statistics
  • Proficiency in at least one object-oriented programming language, such as C++ or Java, with good knowledge of Python
  • Strong data structures and algorithms skills
  • Ability to work independently as well as in a team environment
  • Excellent communication skills, both verbal and written
Preferred Qualifications and Skills

In addition to the required qualifications, we are looking for candidates with experience in markets and general trading concepts and terminology. Knowledge of different types of financial products and asset classes, such as Fixed Income, Credit, Commodities, Equities, would be beneficial.

  • Background in computer algorithms and specialization in low-level systems, such as operating systems, compilers, GPUs, etc.
  • Knowledge of options pricing theory, trading algorithms, financial regulations, stochastic calculus, machine learning, or high-performance computing would be a plus
Benefits

We offer a competitive salary and benefits package, as well as opportunities for professional growth and development.

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