Quant Analytics Counterparty Credit Risk (CCR) - Vice President
Mumbai, Nirlon Knowledge Park (BX) 9th & 11-12 floor, India
INR 3300K-4000K (estimate) Executive-level Full Time
Tasks
- Advise stakeholders on risk and model impact
- Collaborate with technology on data and tools
- Conduct stress testing and scenario modeling
- Design analytics and modeling solutions
- Develop counterparty credit risk models
- Develop statistical and machine learning models
- Implement analytics and models in production software
- Manage and mitigate model risk
- Operationalize models with technology
- Perform back testing
- Provide ongoing model support
- Validate and test model performance
Perks/Benefits
- N/A
Skills/Tech-stack
Agile | Backtesting | Basel framework | C# | C++ | CVA | Collateral modeling | Database | Derivatives pricing | Expected Exposure | Exposure modeling | Factor modeling | Greeks | IMM Models | Machine Learning | Model Risk Management | Model Validation | Model risk | Monte Carlo | Monte Carlo Simulation | Numerical analysis | Potential Future Exposure | Python | Risk Management | Risk factor modeling | SA-CCR | Scenario Analysis | Statistical modeling | Stress Testing
Education
Bachelor of Engineering | Bachelor of Science | Master of Science | PhD
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