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1 Talent Wizards Job

Big4 - CCR Quant

Talent Wizards Private Limited

4-8 years

Chennai

1 vacancy

Big4 - CCR Quant

Talent Wizards

posted 1mon ago

Job Role Insights

Key skills for the job

Medical Coding Access Points Salesforce Python Oil and Gas Legal Advisory

+ 14 more

Job Description

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

To Qualify

To Qualify
- Masters/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)

CCR exposure model development, Validation, and monitoring

- Derivatives Pricing, Back testing of IMM, Collateral simulation models development, validation

- Masters/MBA in Quantitative finance or PG with FRM/CQF/CFA charter

- Experience of validating counterparty exposure on a daily, monthly, and quarterly basis using various metrics including exposure metrics (

EAD etc)

Employment Type: Full Time, Permanent

Read full job description