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AVP Quantitative Analytics CCR Modeler

Mumbai, Nirlon Knowledge Park (BX) 9th & 11-12 floor, India

INR 4000K-5199K (estimate) Executive-level Full Time

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Found 1d ago
Tasks
Perks/Benefits
Skills/Tech-stack

Agile | Backtesting | Basel framework | C++ | CVA | Collateral modeling | Commodity modeling | Counterparty Credit | Counterparty Credit Risk | Credit Risk | Credit modeling | Derivatives pricing | EPE | EPPE | Equity modeling | Exposure modeling | Factor modeling | Greeks | IMM Models | Interest Rate | Interest rate modeling | Machine Learning | Model Development | Model Risk Management | Model Validation | Model risk | Monte Carlo | Monte Carlo Simulation | Numerical analysis | PFE | Python | Rate modeling | Risk Factor | Risk Management | Risk factor modeling | SA-CCR | Scenario Analysis | Statistical modeling | Stress Testing

Education

N/A

Roles

Engineer | Learning Engineer | Machine Learning Engineer | Modeler | Quantitative Modeler

Regions

Asia/Pacific

Countries

India

States

Maharashtra, IN

Cities

Mumbai, Maharashtra, IN

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