Vice President - Risk Analytics
Morgan Stanley · mumbai, India
credit riskquantitative analysismodel developmentmonte carloregressionhypothesis testingfinancial productsexperienced
Job Description
The role involves developing and maintaining Counterparty Credit Risk methodology and models for portfolio analytics. Responsibilities include writing model documentation, conducting performance assessments, and collaborating with various teams within the Credit Risk Management Department. The position requires strong quantitative skills and familiarity with coding languages.
Qualifications
Graduated from a four-year accredited university with a quantitative major such as Math, Physics, Statistics, Econometrics, Engineering, or Computer Science. 5 to 10 years of experience in a quantitative research group.
Skills Required
- credit risk
- quantitative analysis
- model development
- monte carlo
- regression
- hypothesis testing
- financial products
Location
City: mumbai · Country: India