AVP - Risk Modeler - QAT Counterparty Portfolio Modeling Team

Quantitative Analysis and Technology ("QAT") is a team located globally, responsible for modelling complex financial instruments. These models are used daily by traders for pricing potential transactions, risk teams to evaluate existing positions and IT systems to manage and fulfil various back-office responsibilities.

A Risk modeler in the QAT Counterparty Portfolio modeling team in Mumbai. This role offers an opportunity to work on quantitative counterparty credit risk models, which are not just critical for internal risk measurement and monitoring but also have a significant impact on counterparty credit risk capital .

Skills Required

- Experience in Credit Risk , Counter Party Credit Risk , CCAR OR PPNR Models

- Experience on R / Python/ C- /C

- Experience in Model Development