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Hiring for Assistant VICE President Credit RISK Modelling Investment Bank Mumbai for Exp. 5 - 10 Yea (Job in Mumbai)

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Job Description:Keywords / Skills : Java, C++, Algorithms, Python, SQL Database, Expect, MySQL, MATLAB, Oracle, Programming, Credit Risk Modelling Head, programming language Job Description Strong experience/knowledge in at least some of the following areas (in quant space): - Counterparty Credit Risk - Pricing and valuation - Derivatives (across one or more asset classes) - Computation of Risk Metrics (e.g. VaR, EPE, PFE, RWA, Greeks) - Credit Portfolio Modelling - Default and Migration Risk - Risk Scenarios and Stress Testing - Regulatory framework and rules (e.g. BASEL, CCAR etc.) - AIRB - LGD, PD and CCF Modelling - Back-Testing and Monte-Carlo Methodologies - Strong Quant skills and aptitude - We expect candidates to have good understanding of Probability and Statistics / other quant concepts used in above areas - Good technical skills - exposure/hands on to at least one of the below programming language/database: Programming and Algorithms: R, Python, Java, C++, Matlab, VBA etc. Database and SQL: MS Access, MySQL, Oracle etc. - Advanced degree in finance, mathematics, econometrics, engineering or other quantitative subject. Candidates from other streams who are able to demonstrate good conceptual understanding and are willing to understand the Credit Risk Models in depth are welcome to apply as well - Good Communication skills (oral and written): Ability to communicate logically and precisely, including writing extended documentation - Team management experience might be required/advantageous (depending on the specific role requirement

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Posted on: Saturday, 10 November, 2018  09:53
Expires On: Thursday, 29 December, 2022  18:30

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