Vice President - Credit Risk Analytics

Key Responsibilities :

- Lead quantitative model development for Counterparty Credit Risk (CCR) exposure for OTC derivatives

- Develop and enhance derivatives exposure models within global risk systems

- Perform model calibration, stress testing, backtesting, and validation

- Provide quantitative analysis for structured derivatives transactions

- Collaborate with global quant, technology, and risk teams

- Ensure model governance and regulatory compliance standards

Required Skills:

- Strong understanding of Derivatives Pricing & OTC derivatives

- Expertise in Stochastic Calculus and Quantitative Modelling

- Experience in XVA / Exposure Modelling / CCR analytics

- Strong Python programming skills

- Experience in Model Development / Model Validation

- Exposure to Stress Testing & Backtesting frameworks

- Advanced Excel / VBA and experience with Git or version control

Education:

Master's / PhD in Mathematics, Statistics, Econometrics, Engineering, or other quantitative disciplines (Tier-1 / Tier-2 institutes preferred)