AVP Quantitative Analytics CCR Modeler
Mumbai, Nirlon Knowledge Park (BX) 9th & 11-12 floor, India
INR 4000K-5199K (estimate) Executive-level Full Time
Tasks
- Advise stakeholders on complex issues
- Assess model risk and controls
- Collaborate with technology for data and tools
- Communicate complex analytics
- Conduct stress testing
- Design quantitative models
- Develop documented model solutions
- Develop statistical analytics
- Ensure compliance with model risk policy
- Implement machine learning models
- Implement models in tested software
- Lead team model development
- Operationalize analytics
- Perform model back testing
- Perform numerical analysis
- Perform scenario modeling
- Validate models with independent teams
Perks/Benefits
- N/A
Skills/Tech-stack
Basel framework | C++ | CVA | Collateral modeling | Counterparty Credit | Counterparty Credit Risk | Credit Risk | Derivatives pricing | EPE | EPPE | Exposure Collateral Modeling | Factor modeling | Greeks | IMM Models | Machine Learning | Model Risk Management | Model Validation | Model backtesting | Model risk | Monte Carlo | Monte Carlo Simulation | Numerical analysis | Potential Future Exposure | Python | Regulatory Compliance | Risk Management | Risk factor modeling | SA-CCR | Scenario Analysis | Statistical modeling | Stress Testing
Education
N/A
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