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18 The Edge Partnership Jobs in Mumbai

AVP Model Development

2-12 years

Mumbai

1 vacancy

AVP Model Development

The Edge Partnership

posted 2d ago

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.
 
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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What people at The Edge Partnership are saying

What The Edge Partnership employees are saying about work life

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67%
100%
87%
100%
Strict timing
Monday to Friday
No travel
Day Shift
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The Edge Partnership Benefits

Soft Skill Training
Work From Home
Free Transport
Child care
Gymnasium
Cafeteria +6 more
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