Senior Quantitative Analyst - Quantitative Modeling/Validation

Client - MNC

We are looking for a quantitative analyst having experience in all aspects of model validation and model risk. This includes market risk models (VaR, RNIV etc.), Credit/Funding Value Adjustment (XVA) models, counterparty credit risk (CCR) models including IMM models, IRC models, margin models, etc.

- Minimum of 2-4 years of experience in the quantitative modeling and/or validation field

- In depth understanding of financial mathematics including stochastic calculus, probability theory and time-series modeling

- Strong knowledge of financial instruments in one or more asset classes and financial risk management principles

- Extensive experience on Model Validation, Model review, Model Monitoring

Neeraj Sareen