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42 The Edge Partnership Jobs

AVP Model Development

10-12 years

Mumbai

1 vacancy

AVP Model Development

The Edge Partnership

posted 22hr ago

Job Role Insights

Fixed timing

Job Description

We are currently hiring for one of our clients which is a leading global banking firms which provides industry-focused services for clients across geographies. We are currently looking for a Quantitative Analyst to join its Risk Analytics Group (RAG), specializing in Counterparty Risk Modelling. This role involves developing and maintaining Potential Future Exposure (PFE) models and supporting risk management across Rates, FX, Credit, Equity, and Bonds. The role also covers Initial Margin (SIMM) modelling, structured financing risk, and front-office xVA model validation.
Please contact Malavika or email your cv directly in word format with Job ID: 14108 to
Please note that due to the high number of applications only shortlisted candidates will be contacted. If you do not hear from us in the next 7 business days, we regret to inform you that your application for this position was unsuccessful
.
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Key responsibilities
  • Develop and maintain counterparty exposure models for derivatives, repo, and securities lending transactions.
  • Design and validate risk models, conducting performance analysis and implementing improvements.
  • Collaborate with IT, risk validators, and front office to enhance risk measurement frameworks.
  • Support business teams with exposure calculations and risk assessment.
  • Provide analytical reports for risk committees and senior management.
Role requirements
  • Hiring across 2 - 12 years of experience.
  • MSc or higher in Mathematics, Statistics, Engineering, or a related quantitative field.
  • Strong understanding of derivatives pricing, stochastic calculus, and risk modelling.
  • Experience with pricing models, exposure models, or economic capital modelling.
  • Proficiency in Python, R, VBA, and Excel (C++/C# is a plus).
  • Excellent problem-solving, analytical, and communication skills.

Employment Type: Full Time, Permanent

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The Edge Partnership Benefits

Soft Skill Training
Work From Home
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