- Experience in developing/validating the quantitative and mathematical models for the CCR/XVAs - Have a good understanding of risk simulation under IMM and derivative pricing models - Able to demonstrate SME skills on Various Credit risk exposure computation methods such as SA-CCR, CEM and IMM- Monte carlo simulation - Strong Understanding of Credit risk metrics such as EE, EPE, PFE, etc - Understanding of Valuation adjustments such as CVA, DVA, FVA etc - Deep Understanding of various derivatives and exotics (Black Scholes, Stochastic calculus etc) - Hands on experience of python in model development/validation role - Understanding of Collateral Modelling for Variation Margin and Initial Margin To qualify for the role, you must have : - 1 to 7 years of relevant work experience - Master's or MBA in Quantitative finance or PG with FRM/CQF/CFA charter - Programming skills like Python, C++, R are must have Skills and attributes : In addition to technical competence, what will set you up for success at EY is your ability to: - Strong analytical, problem solving and critical thinking skills - Willingness to learn and continuously expand technical and business skills - Strong communication, presentation and writing skills in Knowledge of additional languages will be considered an asset - Excellent interpersonal skills and ability to work effectively within a team. - Project management skills - Willingness and ability to travel and work abroad for international projects Note : Immediate joiner or Serving notice OR official Notice period: 1 months not more than this. 2 months or 3 months' Notice period won't work.

Anywhere in India/Multiple Locations

Manager/Senior Manager/Senior Consultant - CCR Quant - BFSI 

Job Description for Manager/Senior Manager/Senior Consultant - CCR Quant - BFSI  in Insightsquared in  Anywhere in India/Multiple Locations for (1-7) years of experience. Apply Now!