Roles and Responsibilities
- Develop and maintain counterparty credit risk (CCR) models using Python, Pandas, NumPy, Matplotlib, and SQL.
- Collaborate with stakeholders to identify business requirements and develop solutions that meet their needs.
- Conduct data analysis and provide insights to support decision-making processes.
- Design and implement market risk frameworks using FRTB standards.
- Ensure compliance with regulatory requirements by monitoring model performance and making necessary adjustments.
📌 MR/CCR (Bengaluru)
🏢 EY
📍 Bengaluru