Counterparty Credit Risk Quant Role - BFSI

Exciting Opportunity: Counterparty Credit Risk Quant - FSRM

Are you a dynamic professional with expertise in Counterparty Credit Risk Quant? We're hiring for a challenging role in Business Consulting Risk at our FSRM practice.

Location: Bangalore (Open for Delhi NCR, Mumbai, Kolkata, Pune, Chennai) or Pan India

Why Join Us:

- Fast-moving, high-growth FSRM team

- Variety, challenge, responsibility

- Realize your leadership potential

Key Responsibilities:

- CCR exposure model development, Validation, and monitoring

- Derivatives Pricing, Back testing of IMM, Collateral simulation models development, and validation

Your Profile :

- 5+ years of relevant work experience

- Master's/MBA in Quantitative finance or PG with FRM/CQF/CFA charter

- Programming skills in Python, C++, R

- Hands-on experience in model development/validation

- Strong analytical and problem-solving skills

- Understanding of risk simulation, derivative pricing models, and collateral modeling

- Excellent interpersonal skills and ability to work effectively within a team

Skills and Attributes:

- Willingness to learn and expand technical/business skills

- Strong communication, presentation, and writing skills

- Project management skills

- Willingness and ability to travel and work abroad for international projects

Budget: Up to 40 LPA