5 Cva Jobs

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 understanding of the Fundamental Review of the Trading Book (FRTB) regulations, specifically expertise in the Internal Models Approach (IMA) and the Standardized Approach (SA). IMA & CVA Experience is preferred Demonstrated experience in development/validation of quantitative models within the banking sector, aligning with FRTB standards, particularly in market risk modeling. Familiarity with risk factor modellability concepts, and adeptness in calculating capital requirements under FRTB guidelines. Perform the back test of the distribution of simulated risk factors Conduct quantitative analysis of market data, including historical market data and current market trends, to identify potential risks and recommend appropriate risk mitigation strategies Stay up to date with industry trends, regulations, and best practices related to market risk management Requirements: Must hold a Masters or Ph.D. degree in Mathematics, Statistics, Financial Engineering, or a related quantitative field, ensuring a strong foundation in complex financial modeling. 3+ years of experience in market risk model development/validation Proficiency in programming languages such as Python, R and strong analytical skills for effective data interpretation and model analysis. Excellent verbal and written communication skills for effective articulation of complex quantitative concepts, and a collaborative approach for working in team environments with other analysts, risk managers, and IT professionals. Candidates with exposure to FRTB- Standardized Approach implementation or FRTB IMA - Model development experience will be preferred FRM/CQF/CFA certification would be a plus

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 data analysis and statistical models Experience with calculating Risk or Pricing of asset classes

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: Pathfinding, Finite State Machines (FSM) Graphics & Animation: OpenGL, DirectX, Blender Experience with VR gaming and cloud-based game servers is a plus. Soft Skills: Strong troubleshooting and problem-solving skills. Ability to work independently and in a team. Excellent communication and documentation skills. Note: If interested, please share your updated resume and preferred time for a discussion. If shortlisted, our HR team will contact you. Kandi Srinivasa Reddy Delivery Manager Integra Technologies

Job Purpose Validate models in accordance with clients model risk management policy to assess model usage, documentation, conceptual soundness, data integrity and the control environment. Communicate results via formal model validation reports, as well as presentations to model owners and senior management. Evaluate model performance monitoring reports, and conduct model annual reviews. Maintain the model inventory and support the model risk governance process. Perform ad hoc (generally statistical) analysis of back-tests or simulated performance information. The Mark-to-Market Valuation (MTM) is used for valuations of trades that already exist for mark to market. The Credit Valuation Adjustment (CVA) accounts for measures of counterparty non-performance risk and is an adjustment made to the value of a financial instrument to reflect the possibility that a counterparty might default when the instrument is an asset for the sponsor. The Pricing and Potential Future Exposure model (PFE) produces distributions of rate or valuation outcomes based on expectations of future interest rates. It is used for pricing new customer trades for interest rate swaps before taking to market and in credit underwriting. Desired Skills and experience Masters degree in mathematics, statistics, data science, finance or a relevant field. Experience in model development, model validation or model governance in the fields of Credit Risk, Market Risk, Operational Risk, Fraud Risk. Programming experience with demonstrated exposure to multiple languages such as Python, SAS, R, MATLAB, SQL, VBA, C++ or similar languages. Experience required in building and pricing trades including Mark to Market Valuations, CVA models, Pricing and potential future exposure models Familiarity with vendor investment analytic applications: Aladdin, Axioma, Barra Portfolio Manager, Barra One, RiskMetrics, Yieldbook, Moodys Analytics, etc. Experience with vendor financial data vendors: Bloomberg, Refinitiv, CRSP, MSCI, Markit, S&P Capital IQ, etc. Solid understanding of financial predictive modeling, such as multi-factor risk models, time series forecasting, Value-At-Risk (VaR), optimization theory, and machine learning. Demonstrate strong understanding of capital markets and various asset classes: equities, fixed income, FX, and commodities. Attainment or progress toward at least one of the following: Graduate degree in business or quantitative discipline, Chartered Financial Analyst (CFA) charter, FRM or PRM risk management certifications, Certified Investment Management Analyst® (CIMA®) certification. Demonstrated history of strong analytical skills and attention to detail.

Prior experience must in BOTH these: 1. Risk / Finance / Quant Modelling (across at least some of the these) - Credit Risk (Counterparty Credit Risk), Derivative Pricing, Market Risk, Model Development, and/or Model Validation (core development experience), Statistical Modelling. 2. Technology - Hand's on recent coding experience (as a full-stack developer / agile developer etc.) Preferable language Python, C/C++. Hands-on/day-to-day working knowledge in the above is must across all levels/seniority Derivatives - (Swaps, Options, Futures / Forwards), Repo/SFT (Securities Financing Transactions), Credit Derivatives, CVA/xVA Advanced Technical Degree (Master's / PhD / similar or equivalents) - Statistics, Engineering, Numerical Analysis, Mathematics, Physics, Econometrics, Financial Engineering, Computer Science, Financial Mathematics Certification - GARP-FRM, PRM, CQF, AI/ML Courses, Coding and Computer Programming ( Note: While MBA is good have these are technical roles and in general just MBAs might not have requisite skills )