int(11832)
Mumbai, India

AVP Model Validation

We are currently hiring one of our clients which is a leading global banking firm which provides industry-focused services for clients across geographies. We are currently looking for a looking for a Quantitative Analyst to support the development and validation of Counterparty Exposure Models, including Potential Future Exposure (PFE) and Initial Margin (SIMM). The role involves working on derivatives pricing, risk modelling and exposure analysis across multiple asset classes.

 

Please contact Malavika or email your cv directly in word format with Job ID: 14110 to riskandquants-in@theedgepartnership.com

 

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 validate counterparty risk models for derivatives and structured finance.
  • Perform risk analysis, model testing and performance reviews.
  • Collaborate with internal teams on risk methodologies and regulatory requirements.
  • Support senior stakeholders with data-driven insights and reporting.

Role requirements

  • 2-12 years of experience.
  • MSc+ in Mathematics, Finance, Engineering or related field.
  • Experience in pricing models, exposure modelling or risk analytics.
  • Strong programming skills in Python, R, VBA and Excel (C++ / C# preferred).
  • Excellent problem-solving and analytical skills.