AVP Quantitative Analytics CCR Modeler
Barclays(1 month ago)
About this role
An Assistant Vice President - QA - Counterparty Credit Risk at Barclays' Quantitative Analytics Team based in Mumbai. The role is focused on counterparty credit risk modelling and quality assurance within the bank's model risk framework, working with global quant teams and regulators.
Required Skills
- IMM Models
- SA-CCR
- CVA
- Basel Framework
- Monte Carlo
- Exposure Modelling
- PFE
- Derivatives Pricing
- Risk Modelling
- Backtesting
+10 more
About Barclays
home.barclaysBarclays is a British universal bank. Our businesses include consumer banking, as well as a top-tier, global corporate and investment bank.
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