5.0 - 9.0 years

0 Lacs

maharashtra

On-site

As an AVP Quantitative Analytics Market Risk Modeler at Barclays Quantitative Analytics Team, you will play a crucial role in driving innovation and excellence by developing best-in-class credit risk models using industry-leading model development frameworks and methodologies. You will work in a global quant team with regulators across the world and cutting-edge technology to revolutionize digital offerings and ensure unparalleled customer experiences. **Key Responsibilities:** - Develop credit risk models focusing on FRTB, VaR, Expected Shortfall (ES), BASEL, Monte Carlo Simulation, Stress Testing, Exposure Modeling, CVA, Pricing Models, Desk Quants and Strategists, Black-Scholes, Economic ...

Posted 4 weeks ago

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AVP Quantitative Analytics CCR Modeler Barclays

5.0 - 9.0 years

0 Lacs

maharashtra

On-site

Join us as an AVP Quantitative Analytics CCR Modeler at Barclays Quantitative Analytics Team where you'll spearhead the evolution of our digital landscape, driving innovation and excellence. You'll harness cutting-edge technology to revolutionize our digital offerings, ensuring unparalleled customer experiences. You will be responsible for developing best-in-class credit risk models using industry-leading model development frameworks & methodologies, work in a global quant team, with regulators across the world and cutting-edge technology. To be successful as an AVP Quantitative Analytics CCR Modeler, you should have experience with: - Knowledge of CCR IMM Models, SA-CCR, CVA, BASEL Framewor...

Posted 3 months ago

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