Quantitative Analyst - Counterparty Credit Risk Modelling and Analytics
Macquarie · mumbai, India
quantitative analysiscredit riskfinancial mathematicspythonc++risk managementstochastic calculusexperienced
Job Description
Join the Credit Modelling team responsible for counterparty credit risk exposure measurement and methodology. As a Quantitative Analyst, you will improve existing models, develop new methodologies, and ensure compliance with regulatory requirements. You will also calibrate risk factor models and maintain documentation across processes.
Qualifications
Strong academic qualifications in a quantitative subject (e.g., Financial Mathematics, Master’s, or PhD) with 2+ years of experience in financial services.
Skills Required
- quantitative analysis
- credit risk
- financial mathematics
- python
- c++
- risk management
- stochastic calculus
Location
City: mumbai · Country: India