Credit Risk Data Control (Model Monitoring), Analyst/ Associate
Morgan Stanley · mumbai, India
credit riskdata analysispythonsqlotc derivativesmodel validationdata qualityregulatory complianceexperienced
Job Description
Join the Credit Risk Data Control team to enhance data quality for model inputs in counterparty credit exposure calculations. Responsibilities include maintaining the MPoR framework, implementing controls on simulation model parameters, and collaborating with analytics and IT teams. Strong proficiency in Python and SQL is required.
Qualifications
Bachelor's degree in Finance, Computer Science, Engineering, or a related quantitative discipline. At least 3 years of relevant experience.
Skills Required
- credit risk
- data analysis
- python
- sql
- otc derivatives
- model validation
- data quality
- regulatory compliance
Location
City: mumbai · Country: India