Senior Manager, Credit Modelling – Counterparty Credit Risk
Macquarie · mumbai, India
credit riskquantitative analysispythonc++mathematicsstatisticsfinancial servicesstakeholder managementexperienced
Job Description
Join the Credit Modelling team to enhance counterparty credit risk 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 8+ years of experience in financial services.
Skills Required
- credit risk
- quantitative analysis
- python
- c++
- mathematics
- statistics
- financial services
- stakeholder management
Location
City: mumbai · Country: India