Lead - Pricing/Counterparty Credit Risk - Model Validation

We are looking for professionals with strong expertise in derivatives pricing models and counterparty credit risk models.

Key areas of experience:

- Model Validation / Quantitative Model Development

- Derivatives Pricing (Interest Rates, FX, Equities, Credit)

- XVA / Counterparty Credit Risk models (PFE, EPE, CVA)

- Quantitative programming (Python / C++ / MATLAB / R)

- Model Risk frameworks such as SR 11-7 and Basel guidelines

If this aligns with your experience, please share the following details :

- Total experience in Model Validation / Quant roles

- Asset classes worked on (IR / FX / Equity / Credit)

- Experience with XVA or CCR models

- Programming languages used for quant analysis

- Experience with model risk frameworks (SR 11-7 / Basel)