Analyst/Senior Analyst - Counterparty Credit Risk
Macquarie · delhi, India
credit riskquantitative analysispythonc++mathematicsstatisticsfinancial servicesexperienced
Job Description
Join the Risk Management Group Credit Modelling team to enhance CCR models and develop new methodologies. Responsibilities include calibrating model parameters, monitoring model performance, and preparing reports for stakeholders. Strong programming skills in R, Python, and C++ are essential.
Qualifications
Advanced degree in a quantitative discipline (e.g., Mathematics/Statistics, Actuarial, Engineering, Computer Science) with 4+ years of experience in financial services.
Skills Required
- credit risk
- quantitative analysis
- python
- c++
- mathematics
- statistics
- financial services
Location
City: delhi · Country: India