Quantitative Modelling Specialist - Bank

Our client, a leading global bank, is inviting applications from Quant professionals to join their Mumbai office.

Experience: 3-8 years

Key Skills:

Expertise in Pricing Models or Counterparty Credit Risk Models such as:

IMM Models, SA-CCR, CVA, Basel Framework, Monte Carlo Simulation, Exposure/Collateral Modelling, PFE, EPE/EEPE, Derivatives Pricing, Greeks, Risk Factor Modelling (IR, Equities, Credit, Commodities), Back-testing, Numerical Analysis, SR 11/7, SS1/23, SS12/13.

- Hands-on programming experience (Python, C/C++ preferred) :: full-stack or agile development background is an advantage.

- Experience in Model Development / Model Validation (core development experience preferred).

- Exposure to Stress Testing, Scenario Modelling, Statistical Modelling (preferably for wholesale credit portfolios).

- Understanding of regulatory frameworks and working with stakeholders such as Model Owners, Audit, and Validation teams.

Education:

- Advanced degree (Master's / PhD or equivalent) in:

- Statistics | Engineering | Mathematics | Physics | Econometrics | Numerical Analysis | Financial Engineering | Computer Science | Financial Mathematics

Certifications (Preferred): FRM | PRM | CQF | AI/ML certifications | Advanced Coding / Programming courses