AVP- Counterparty Credit Risk model development

Prior experience must in BOTH these:

1. Risk / Finance / Quant Modelling (across at least some of the these) - Credit Risk (Counterparty Credit Risk), Derivative Pricing, Market Risk, Model Development, and/or Model Validation (core development experience), Statistical Modelling.

2. Technology - Hand's on recent coding experience (as a full-stack developer / agile developer etc.) Preferable language Python, C/C++.

Hands-on/day-to-day working knowledge in the above is must across all levels/seniority

Derivatives - (Swaps, Options, Futures / Forwards), Repo/SFT (Securities Financing Transactions), Credit Derivatives, CVA/xVA

Advanced Technical Degree (Master's / PhD / similar or equivalents) - Statistics, Engineering, Numerical Analysis, Mathematics, Physics, Econometrics, Financial Engineering, Computer Science, Financial Mathematics
Certification - GARP-FRM, PRM, CQF, AI/ML Courses, Coding and Computer Programming
(Note: While MBA is good have these are technical roles and in general just MBAs might not have requisite skills)