WCR - Quantitative Research Associate
Mumbai, Maharashtra, India
INR 950K-1044K (estimate) Mid-level Full Time
Tasks
- Analyze margin changes across global CCPs
- Build Python software framework for counterparty credit risk
- Build risk models for CCP cleared exposure
- Collaborate on model and risk governance
- Deliver results through dashboards
- Deploy models to front end solutions
- Develop statistical models for counterparty credit risk
- Enhance SSE framework
- Manage backtesting procedures for CCP risk
- Monitor CCP metrics from PQD
- Monitor RNIS risks not in stress
- Perform margin backtesting
Perks/Benefits
- N/A
Skills/Tech-stack
Backtesting | C++ | Central Counterparty | Counterparty Credit Risk | Credit Risk | Dashboard Development | Data Interpretation | Financing transactions | Futures and options | OTC Derivatives | Python | R | Risk Modeling | Risk governance | Scenario design | Securities Financing | Securities financing transactions | Statistical modeling | Stress Testing | Value-at-Risk
Education
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