Northern Trust

Market/Counterparty Risk - Model Development

Northern Trust(1 month ago)

HybridFull TimeSenior$109,566 - $148,080 (estimated)Risk Management
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About this role

Northern Trust is hiring a Senior Analyst/Associate Consultant in Bangalore/Pune to contribute to the firm’s Market/Counterparty Risk Model Development function. The role focuses on building and maintaining risk analytics used to measure and manage market and counterparty credit risk for trading and lending activities. It sits within a global financial institution supporting sophisticated clients through technology-enabled financial services.

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Required Skills

  • Market Risk
  • Counterparty Risk
  • Quantitative Modeling
  • Model Development
  • Derivative Pricing
  • Stochastic Processes
  • Monte Carlo
  • Stress Testing
  • Initial Margin
  • Basel EAD

+9 more

Qualifications

  • Master’s in Statistics
  • Master’s in Economics
  • Master’s in Mathematics
  • BTech
  • MBA
  • CFA
  • FRM
Northern Trust

About Northern Trust

northerntrust.com

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