22 Cva Jobs

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 ...

Role Overview: You will be a part of the Market Risk Analysis and Control (MRAC) function within Market and Valuation Risk Management (MVRM) at Deutsche Bank. Your main responsibility will be providing official market risk metrics and core analysis for the Global Foreign Exchange asset class. The team operates with a global presence and is proficient in risk management techniques, automation tools like Python, and visualization skills. Your role will involve enhancing team outputs through automation tools and risk knowledge. Key Responsibilities: - Manage the Capital Release Unit (CRU) Book of Work and provide backup coverage for CPM business - Validate and sign off on risks in a timely mann...

Job Description: The Market Risk team at Infosys Limited is looking to expand its presence in India to support its activities in data management Risk operations product and research We are looking for experienced professionals who have experience working with real world data and are comfortable with statistical analyses We seek motivated self starters and team players who are eager to collaborate learn new things and go the extra mile for our internal and external clients Key Responsibilities: At least 3 8 years of experience in market risk measurement within an investment bank or other financial institution previous VaR or Credit Risk experience is required Knowledge in Asset Classes any 1 ...

ROLE DESCRIPTION This role requires a strong hands-on Business Data Analyst to work closely with the CVA Data Service Product Owner and Project team in supporting analysis, planning and execution of complex, large scale projects from definition to closure. They are responsible for the end-to-end business analysis of data related subject matter or issues/exceptions, proactively balancing priorities, team, outcomes and benefits. Preference will be given to candidates with strong hands-on business analysis experience, preferably in counterparty credit risk, market risk and XVA. Objectives of CVA Data Services CVA Data Services is a newly created application, centralising Counterparty Risk relat...

As an Applications Development Senior Programmer Analyst at Citi Capital Markets in Pune, India, you will be a part of the XVA and Cross Asset Margin technology teams. Your role involves actively developing and enhancing strategic systems and services that are regulatory driven, focusing on managing risk arising from trading. Your responsibilities will include: - Providing expertise in applications programming and ensuring application design aligns with the overall architecture blueprint - Utilizing advanced system flow knowledge to develop coding, testing, debugging, and implementation standards - Developing comprehensive knowledge of business areas to integrate architecture and infrastruct...

Role Overview: As a Business Analyst, you will play a crucial role in understanding data and data architecture, metrics, and their importance in developing new dashboards. Your responsibilities will include translating business requirements into technical requirements, conducting process mapping, and collaborating with cross-line-of-business working groups to design and approve solutions. Additionally, you will need to challenge current practices, enhance dashboard designs through innovative technology utilization, and ensure the quality and completeness of solutions and data. It is essential to have demonstrable experience in designing dashboards that cater to diverse user groups and a soli...

As a Business Analyst, you will be responsible for understanding the business, customers, and strategic goals of the company, as well as how the teams operate in order to support the realization of desired outcomes. You will work closely with both the business and feature teams to ensure that the vision and requirements are transparent. - Work across teams and stakeholders to capture, validate, and document business and system requirements in alignment with key strategic principles. - Interact with customers, key stakeholders, and the team to obtain and document functional and non-functional needs. - Analyze business requirements and technical specifications to develop them into small, testa...

You are currently looking for a high caliber professional to join the team as Assistant Vice President, Applications Development Senior Programmer Analyst (C12) based in Pune, India. The XVA and Cross Asset Margin technology teams actively develop and enhance a set of cooperative, strategic systems and services that are regulatory driven and have a direct impact on how Citi Capital Markets manages risk arising from trading, including market and counterparty credit risks. Your responsibilities include calculating margin requirements for OTC bilateral derivatives, optimizing margin requirements for clients using models like VaR, SIMM, and Credit Stress, and supporting traders, salespeople, ris...

The XVA and Cross Asset Margin technology teams actively develop and enhance a set of co-operative, strategic systems and services which are regulatory driven and have a direct bearing on how the Group manages risk arising from trading, including both market and counterparty credit risks. You will be responsible for calculating margin requirements for OTC bilateral derivatives and optimizing margin requirements for clients by considering offsets across various financial products using models like VaR, SIMM and Credit Stress. Your role will involve providing support to traders, salespeople, risk managers, financial controllers, and operations staff. As the Lead Java Developer, you will be a s...

Join us as a Core Treasury Associate. As a Core Treasury Associate, your primary responsibility will be to undertake the valuation of financial instruments, assess methodologies, and ensure compliance with standards. You will play a crucial role in supporting project and process improvement initiatives, collaborating with management to review and challenge team outputs. This role presents an exciting opportunity for you to embark on a new career challenge in an inclusive workplace that values the growth and well-being of all colleagues. The position is being offered at the associate level. In your day-to-day tasks, you will be responsible for providing financial instruments valuation, PruVal...

Primary Skills 6+ years as a Business Analyst in Investment Bank organization within Market Risk department Technical experience to be comfortable with data models and SQL Hands-on experience as liaison function between the onshore IT business lines and offshore technical teams and as primary functional support for development team Thorough experience in functional testing and validation of development Market Risk knowledge (Pnl calculation and explanation, VaR and Stress VaR analysis) Product Control knowledge (Pnl calculation and explanation, ) Financial products (Treasury, FX, Credit, IRD) Market data (Volatilities, Curves,), Sensitivities Regulatory knowledge (including Basel III, Basel ...

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...

The Market Risk team at Infosys Limited is seeking experienced professionals to expand its presence in India and support activities in data management, risk operations, product, and research. We are looking for individuals who have hands-on experience with real-world data and are proficient in statistical analyses. The ideal candidates should be motivated self-starters and team players, eager to collaborate, learn new skills, and go the extra mile for both internal and external clients. Key Responsibilities: - Minimum of 3-8 years of experience in market risk measurement within an investment bank or financial institution, with previous experience in VaR or Credit Risk. - Knowledge of Asset C...

Role and Responsibilities: Execute and deliver valuation engagements. Plan and manage team deliveries and allocations. Manage a team while being accountable for the progression and reporting of the engagement to senior members. Responsible and accountable for quality control and accuracy of deliverables. Communicate effectively with clients and present findings clearly. Oversee multiple valuation and consulting engagements simultaneously. Write complex valuation reports and effectively summarize analyses and conclusions. Work collaboratively with the team and contribute positively to the firm's culture. Lead, train, and mentor senior analysts, analysts, and other associates within the team. ...

CSA Monitoring Analyze CSA negotiations in order to anticipate PnL impacts over funding (FVA) and counterparty risk (CVA) Compute PnL and Risk Analysis impacts for Front office (Trading, CVA Desk, Sales, CORI) Coordinate Front office stakeholders decisions before CSA signature, based on your anticipations Manage XOne CSA pricing tables, used by all SG valuation engines (Agreg, RiskOne, Cockpit, Bacardi) Anticipate non standard CSA clauses affecting CVA/FVA fees charged to Trading desks Contribute to valuation and business projects aiming to adapt the bank to new environments (CSA pricing, IM Var) Participate to topical studies over new market practices and models Optimize/automate processes ...

As a Business Analyst, you will be responsible for understanding the business, customers, and strategic goals of the company, as well as how the teams operate in order to support the realization of desired outcomes. You will work closely with both the business and feature teams to ensure that the vision and requirements are transparent. Your key responsibilities will include working across teams and stakeholders to capture, validate, and document business and system requirements in alignment with key strategic principles. You will also be interacting with customers, key stakeholders, and the team to obtain and document functional and non-functional needs. Additionally, you will support the t...

As a Valuations, Modelling and Economics Manager at our firm, you will be involved in a variety of engagements within the Strategy and Transaction Service Line (SaT), catering to clients across different sectors such as financial services, energy, utilities, telecommunications, automotive, real estate, and more. Your responsibilities towards clients will encompass various tasks including planning, executing, and managing engagements, nurturing client relationships with key personnel like CFOs and CEOs, preparing and reviewing reports, providing on-the-job training to junior staff, leading engagements by project managing, building client relationships, and finalizing reports, performing detai...

Job Description: The Market Risk team at Infosys Limited is looking to expand its presence in India to support its activities in data management Risk operations product and research We are looking for experienced professionals who have experience working with real world data and are comfortable with statistical analyses We seek motivated self starters and team players who are eager to collaborate learn new things and go the extra mile for our internal and external clients Key Responsibilities: At least 3 8 years of experience in market risk measurement within an investment bank or other financial institution previous VaR or Credit Risk experience is required Knowledge in Asset Classes any 1 ...

Dear Candidate, We are hiring a Game Developer to create engaging and high-performance gaming experiences for PC, mobile, and console platforms. The role requires expertise in game engines, physics simulations, and multiplayer networking. Key Responsibilities: Develop game mechanics and interactive experiences using Unity or Unreal Engine. Optimize game performance for smooth rendering and physics. Implement AI-driven NPC behaviors and pathfinding algorithms. Create multiplayer networking solutions for online gaming. Work closely with designers and artists to bring ideas to life. Required Skills & Qualifications: Game Engines: Unity, Unreal Engine Programming: C#, C++, Python Game AI: Pathfi...

Quantitative development to implement and optimize algorithms for asset pricing, risk management, and trading strategies and migrate analytics from c++ to Python Writes secure and high-quality code using Python or C++ with limited guidance Required Candidate profile 3+ years of Python, C++ Quantitative finance background with strong experience in bonds Experience with calculating Risk or Pricing of asset classes

Quantitative development to implement and optimize algorithms for asset pricing, risk management, and trading strategies and migrate analytics from c++ to Python Writes secure and high-quality code using Python or C++ with limited guidance Required Candidate profile 3+ years of Python, C++ Quantitative finance background with strong experience in bonds Experience with calculating Risk or Pricing of asset classes

Job Description: PwC India is seeking highly skilled Market Risk to join our team. Designation: Senior Associate / Manager Location - Bangalore / Mumbai Responsibilities: Market Risk Model Development or Validation experience covering Value at Risk (VaR), Stress VaR (historical full revaluation, Taylor var approximation (delta gamma method), Monte Carlo) for linear instruments and derivative products, VaR mapping, back-testing VaR, Expected Shortfall, Market risk Stress testing Loss estimation, RWA calculation, Sensitivity & Scenario analysis and other coherent risk measures, modeling dependence: correlations and copulas, term structure models of interest rates, and volatility modeling Deep ...