Counterparty Credit Risk

Derivatives pricing, mathematics, stochastic calculus, monte-carlo simulation, numerical techniques, modelling, model validation, potential future exposure (PFE), CVA/DVA, C++/R/MATLAB/Java/C#, finite difference methods, binomial and multinomial models, simulations, volatility modelling, engineering, PhD, MSc, Masters in Financial engineering, black-scholes etc

Some of the asset class products are - IR Swaps, FX Forwards, FX Options, FRAs, Digital Options, Bonds, Swaptions, Barrier options and other exotic options.