Quant Modelling Analyst -Counterparty Credit Risk

As a Quant Modelling Analyst you will be a member of the Model Risk Governance and Review group in Bengaluru covering Counterparty Credit Risk models where you will have exposure to multiple assets classes, collateral modelling, advanced modelling methodologies as wells as day-to-day interaction with Quantitative Research teams, Risk functions and trading desks. Your position will focus on the following activitiesAs part of the firm s model risk management function, the Model Risk Governance and Review group, you would be charged with developing model risk policy and control procedures, performing model validation activities, providing guidance on a model s appropriate usage in the business context, evaluating ongoing model performance testing, and ensuring that model users are aware of the model strengths and limitations. ou are passionate about quantitative finance and counterparty credit risk. Join a dynamic counterparty credit model risk team focusing on cutting-edge XVA and credit exposure model

 

Job responsibilities

Required qualifications, capabilities, and skills

Preferred qualifications, capabilities, and skills