Designation:Counterparty Credit Risk Quant - Investment Bank
Company Name:Leading Investment Bank
Key Skills: #Quant #Investment Banking #VaR #Market Risk #Credit Risk #Risk Management #Risk Modeling #Derivatives
Sector: Banking,Financial services,Insurance
Industry Vertical: InvestmentBanking
Functional Area: Risk Management
Experience: 02-04yrs
CTC: -Lacs
Location: Mumbai,
Job Posted on: 04-05-2016
Prefered Level: Junior
Job code: CR
Job Description:
Maintenance and enhancement of model validation and model risk framework - Development and execution of risk monitoring methodologies (VaR, market and liquidity stress testing, credit exposure simulation) - Monitoring of risk limits and other risk management techniques - Development and communication of internal and external reporting following on these risk monitoring activities - Respond to risk management requirements resulting from new or modified regulatory requirements (Dodd-Frank) - Interface with other front/middle/back office groups to provide risk management input and insight
Company Profile:
Leading Investment Bank
Additional mail id:
Contact Details:
Company:sigmasix consulting services
Contact Person:sanvi
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