Manager/Senior Manager - Market Analytics - Market Risk Models

Role:-Market Analytics

Market Risk Models

- Credit/Funding Value Adjustment (XVA) models

- Margin models

- Feeder models

- Counterparty credit risk (CCR) models

- Counterparty Internal Method Models (IMM).

- Derivatives of IR (interest rates), FX (foreign exchange), commodity, inflation, equity, credit and collateral

- Stochastic calculus

- Derivative pricing

- Risk models

- Credit derivatives (such as CDS, CDO, Risky bond, CLN, etc.)

+ Any Programming language : C++/ Java / Python / C#

Note :

- Looking for candidates who are currently working in Multi-National Investment Banks only.

- Should be from BFSI Domain.

Contact: Haritha
040 4784 2231