We're Hiring!

Hiring for a Big4 - CCR Quant for Mumbai location

 Key Responsibilities:
- CCR exposure model development, Validation, and monitoring
- Derivatives Pricing, Back testing of IMM, Collateral simulation models development, & validation 

To Qualify

 To Qualify
- Master's/MBA in Quantitative finance or PG with FRM/CQF/CFA charter
- 4 to 8 years of relevant work experience (in CCR Model Dev or Model Validation)
- Must have coding skills in Python
- Experience of validating counterparty exposure on a daily, monthly, and quarterly basis using various metrics including exposure metrics (PFE, EPE, EEPE, EAD etc)

If keen, email your updated cv to srikanth.madras@talent-wizards.com