Senior Manager, Counterparty Credit Risk
Macquarie · mumbai, India
credit riskmodelingpythonrc++stakeholder managementquantitative analysisexperienced
Job Description
Lead efforts to improve and develop counterparty credit risk models. Calibrate risk factor evolution model parameters, maintain model performance monitoring processes, and prepare reports for stakeholders. Support Front Office and Credit Analysts with queries and maintain communication with senior stakeholders.
Qualifications
An advanced degree in a quantitative discipline (e.g., Mathematics/Statistics, Actuarial, Engineering, Computer Science) with 4-5 years of experience in financial services.
Skills Required
- credit risk
- modeling
- python
- r
- c++
- stakeholder management
- quantitative analysis
Location
City: mumbai · Country: India