RISK ANALYST CREDIT RISK INVESTMENT BANK IN MUMBAI

Responsibilities: - Running and maintaining all processes for calibration of parameters of Monte Carlo Tool used in exposure measurement globally. These tools are in place to - Calculate various parameters like Volatility, Correlation etc. for particular asset classes, - Assess materiality of non-simulated risk factors. - Perform analysis for failed trades in Monte Carlo Pricing Tool. - Monitoring large and important long term maturity trades. Those interested, kindly mail your updated resume with the title as /'Risk Analyst/