15 Cva Jobs

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, risk managers, financial controllers, and operations staff. As an Applications Development Senior Programmer Analyst, you will be responsible for participating in the establishment and implementation of new or revised application systems and programs in coordination with the Technology team. Your main objective will be to contribute to applications systems analysis and programming activities. Your responsibilities will include providing expertise in the area and advanced knowledge of applications programming, ensuring application design aligns with the overall architecture blueprint, developing standards for coding, testing, debugging, and implementation, and guiding the team to establish design standards to improve the efficiency of development workflow and product rollout. You will need to take ownership of smooth Production releases planning and execution, analyze existing operations to identify risks and redundancies, conduct comprehensive assessments to develop solutions, liaise with team members and management to ensure projects are completed to application development and governance standards, keep up-to-date with industry trends and developments, and resolve a variety of high-impact problems/projects through in-depth evaluation of complex business processes, system processes, and industry standards. Additionally, you must appropriately assess risks when making business decisions, demonstrate consideration for the firm's reputation and safeguarding Citigroup, its clients, and assets, drive compliance with applicable laws, rules, and regulations, adhere to Policy, apply sound ethical judgment regarding personal behavior, conduct, and business practices, and escalate, manage, and report control issues with transparency. Qualifications: - 7+ years of relevant experience in Apps Development role - Hands-on coding experience - In-depth knowledge of Java, Spring, Kafka, Distributed Cache/Systems (e.g., Apache Ignite) - Hands-on experience with relational databases like Oracle - Any experience with NoSQL databases like MongoDB is preferred - Experience with Python is preferred - Good exposure to microservices architecture - API-first design thinking and implementation using Rest, websocket, and gRPC - Experience with building applications on a cloud platform such as Docker, Kubernetes, or OpenShift - Proven implementation of design patterns - Demonstrated knowledge of software development methodologies and techniques - Strong analytical, troubleshooting, and problem-solving skills - Excellent verbal and written communication skills - Able to work independently and as part of a team - Able to multitask and prioritize tasks effectively - UI tech stack knowledge will be an advantage - Business knowledge of Margin, CVA, XVA, regulatory stress testing is preferred - Understanding of Risks (Greeks), risk calculation models like VaR/SIMM preferred, and ability to work with the Quant team is preferred Education: - A completed Bachelor's in Computer Science, Mathematics, or equivalent - A Master's degree is preferred,

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 senior level position responsible for establishing and implementing new or revised application systems and programs in coordination with the Technology team. Your primary objective will be to lead applications systems analysis, design, and programming activities. This is a senior technical position where you will be responsible for accomplishing results through the management of a team to drive a variety of engineering activities including the design, acquisition, and deployment of hardware, software, and network infrastructure in coordination with the Technology team. Your responsibilities will include providing expertise in your area and advanced knowledge of applications programming, ensuring application design adheres to the overall architecture blueprint, and developing standards for coding, testing, debugging, and implementation. You will need to develop comprehensive knowledge of how areas of business integrate to accomplish business goals, guide the team to establish design standards to improve efficiency of development workflow and product rollout, and take ownership of smooth Production releases planning and execution. Additionally, you will oversee software quality and system modifications, serve as an advisor or coach to mid-level developers and analysts, and analyze existing operations to identify risks and redundancies. You will liaise with team members and management to ensure projects are completed to application development and governance standards, keep up-to-date with industry trends and developments, and resolve a variety of high-impact problems/projects through an in-depth evaluation of complex business processes, system processes, and industry standards. To qualify for this role, you should have 10+ years of relevant experience in an Apps Development role with hands-on coding experience. You should demonstrate thought leadership in designing complex and distributed systems, have in-depth knowledge of Java, Spring, Kafka, Distributed Cache/Systems (e.g. Apache Ignite), and hands-on experience with relational databases like Oracle. Any experience with NoSQL databases like MongoDB and Python is preferred. Great exposure to microservices architecture, API first design thinking and implementation using Rest, websocket, and gRPC, along with experience building applications on cloud platforms such as Docker, Kubernetes, or OpenShift is desirable. You should have proven implementation of design patterns and enterprise-level architecture, strong analytical, troubleshooting, and problem-solving skills, excellent verbal and written communication skills, and the ability to work independently and as part of a team. Strong organizational and project management skills, UI tech stack knowledge, business knowledge of Margin, CVA, XVA, regulatory stress testing, understanding of Risks (Greeks), risk calculation models like VaR/SIMM, and the ability to work with Quant team are preferred. For education qualifications, a completed Bachelors in Computer Science, Mathematics, or equivalent, and a Masters degree are preferred.,

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, bid-offer reserving, and other financial reporting in alignment with business requirements. Proactively engaging with internal and external stakeholders to address any process-related issues will also be a key aspect of your role. Additionally, you will be tasked with preparing monthly consolidated reports and governance reports, including franchise Independent Price Verification (IPV) or Valuation Committee packs. Conducting and assisting in meetings with key stakeholders, utilizing market data for IPV purposes, interacting with Quants and Front Office teams to address queries, and collaborating with business analysts for IPV changes and automations are also part of your responsibilities. Your focus on continuous improvement will be essential in enhancing operational efficiency alongside routine tasks. To excel in this role, you must possess strong numeracy and analytical skills. A solid understanding of banking products, including xVA, particularly FVA and CVA, interest rate curves, and FX, will be crucial. Practical experience in a valuation control or product control function, proficiency in Microsoft Office (especially Excel), and familiarity with basic statistical concepts are also necessary qualifications. Join us in this challenging yet rewarding opportunity as a Core Treasury Associate and contribute to the success of our dynamic team.,

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 II, Basel I, SIMM, FRTB, CVA, ) Technical knowledge in SQL, XML, HTML, UML, Business object, data warehouse, BI Project cycle methodology Strong technical skills in tests methodology Strong organizational skills Strong ability to analyze and summarize Secondary Skills Liaise with IT business lines contacts for clarification and understanding of requirements. Analyze functional impacts considering technical constraints with technical lead's help Prepare and present functional aspects of changes/evolutions to developers Draft detailed functional specifications/users stories for developers, in line with general specifications or list of requirements provided by project manager / Business Analysts Support the technical development team in any functional aspects. Organize and keep up to date detailed functional documentation Conduct continuous testing in development environment for development monitoring

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 Framework, Monte Carlo Simulation, Exposure / Collateral Modeling, PFE (Potential Future exposure), EPE, EPPE, Derivatives Pricing, Greeks, Risk Factor Modeling (Interest Rates, Equities, Credit, Commodities, etc.), Back-testing, Numerical Analysis, SR 11/7, SS1/23, SS12/13, etc. - Hands-on coding experience (as a full-stack developer/agile developer, etc.). - Experience in Model Development and/or Model Validation (core development experience preferred). - Experience in Stress Testing/Scenarios Modeling, Statistical Modeling (preferably for Wholesale credit book), Regulators and regulatory frameworks, Stakeholders Model Owners, Audit, Validation. This role is based out of Mumbai. **Purpose of the role:** To design, develop, implement, and support mathematical, statistical, and machine learning models and analytics used in business decision-making. **Accountabilities:** - Design analytics and modeling solutions to complex business problems using domain expertise. - Collaboration with technology to specify any dependencies required for analytical solutions, such as data, development environments, and tools. - Development of high-performing, comprehensively documented analytics and modeling solutions, demonstrating their efficacy to business users and independent validation teams. - Implementation of analytics and models in accurate, stable, well-tested software and work with technology to operationalize them. - Provision of ongoing support for the continued effectiveness of analytics and modeling solutions to users. - Demonstrate conformance to all Barclays Enterprise Risk Management Policies, particularly Model Risk Policy. - Ensure all development activities are undertaken within the defined control environment. **Assistant Vice President Expectations:** To advise and influence decision-making, contribute to policy development and take responsibility for operational effectiveness. Collaborate closely with other functions/business divisions. Lead a team performing complex tasks, using well-developed professional knowledge and skills to deliver on work that impacts the whole business function. Set objectives and coach employees in pursuit of those objectives, appraisal of performance relative to objectives and determination of reward outcomes. If the position has leadership responsibilities, People Leaders are expected to demonstrate a clear set of leadership behaviors to create an environment for colleagues to thrive and deliver to a consistently excellent standard. The four LEAD behaviors are: L - Listen and be authentic, E - Energize and inspire, A - Align across the enterprise, D - Develop others. All colleagues will be expected to demonstrate the Barclays Values of Respect, Integrity, Service, Excellence, and Stewardship - our moral compass, helping us do what we believe is right. They will also be expected to demonstrate the Barclays Mindset - to Empower, Challenge, and Drive - the operating manual for how we behave.,

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 Classes, focusing on at least 1-2 of the following: Equity, Fixed Income, FX, Commodities, Derivatives, and Structured Products. - Expertise in Fixed Income and Derivatives, particularly Corporate Bonds, Interest Rate derivatives, Total Return Swaps (TRS), Credit Derivatives, CVA, FVA, etc. - Basic understanding of pricing and valuation of financial products. - Familiarity with key risk and profitability concepts such as Probability of Default, Event of Default, Jump to Default, Present Value of basis point, Mark to Market, volatility, Yield curve parallel and point shifts, etc. - Ability to break down the price of a security into its various constituent components, including interest rate curves and relevant term structure sensitivity. - A higher degree in finance or a relevant area, or a professional qualification like CFA, FRM, PRIMA would be advantageous. - General knowledge of risk issues, investment products, and some programming skills would be desirable. - Strong teamwork and relationship-building skills. - Capability to deliver high-quality and accurate work under pressure and tight deadlines. - Willingness to challenge the status quo, provide alternative approaches, and question existing norms. Preferred Skills: - Financial Risk Management: Credit Risk Management, Market Risk Measurement & Control.,

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. Plan for internal and external training for the team's personal and professional development. Provide input on matters such as hiring new staff, production flow, and other important operational needs. Preferred Knowledge: Equity Incentive Awards (ASC 718 and IRC 409A). Gift & Estate Tax Valuations . Business Combinations (ASC 805). Embedded Derivatives (ASC 815). Portfolio Valuations/Fair Value Measurements (ASC 820). Building financial and forecasting models from scratch (preferred). Desired Profile / Criteria / Skills: Educational Background : MBA (from a premier B-school), MS (Finance), CA, and/or CFA (CFA Institute, US). Certifications including CVA , ASA , and/or ABV are preferred. Minimum of 4 years of valuation and/or consulting experience . Experience working in a leading valuation firm will be preferred. Ability to lead a team effectively. Ability to communicate effectively with the team, seniors, and clients. Excellent quantitative , analytical , written , and presentation skills . Offered Benefits / Facilities: 5 days working per week. Medical Insurance .

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 Product Coverage : Equity derivatives, IRS,CDS,FX forwards, Options (vanilla and exotic),Commodities, Structured products Regional Coverage : Paris Profile required 1. Preferably post graduate in Finance Banking 2. Minimum 2 to 5 years of experience in Valuation / Product control or any other similar roles. 3. Strong background of OTC Derivative products,mainly IRS,CDS,FX-Forwards, Options 4. Knowledge of ISDA/CSA 5. Good communication and organizational skills, ablity to multi task in challenging and fast paced enviornment 6. Good Excel skills

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 team in analyzing business requirements and technical specifications to develop them into small, testable, and releasable elements. You will assist in creating and executing test scenarios and test scripts, as well as identifying and supporting cut-over and implementation tasks. Facilitating UAT and supporting platform and feature teams in executing UAT will also be part of your role. In terms of skills, you will need an appropriate business analyst certification and a good understanding of Agile values, principles, and methodologies, with experience working in an Agile environment. Specific knowledge areas required include Counterparty Credit Risk, VaR, PFE, EPE, Financial Accounting, and RWA management. You should also have an understanding of models for factor and sensitivity-based risk calculators, Monte Carlo risk calculators, CVA, XVA concepts, and regulatory rules such as BCBS, Collateral, and Margin. Virtusa is an organization that values teamwork, quality of life, and professional and personal development. By joining Virtusa, you become part of a global team of 27,000 professionals who are committed to supporting your growth. You will have the opportunity to work on exciting projects, utilize state-of-the-art technologies, and collaborate with diverse minds to nurture new ideas and achieve excellence.,

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 detailed reviews, preparing budget and profitability analyses, maintaining client relations, supporting HR processes and business development activities, presenting deliverables at client meetings, assessing internal controls, and contributing to mergers & acquisitions, financial analysis, deal processes, and other related tasks. You will be expected to possess expertise in financial modeling, data analysis, investment strategies, business valuations, negotiations, capital markets, due diligence procedures, project management, and effective communication of engagement issues to senior management. Additionally, collaborating with team members, developing relationships with clients, adhering to risk management protocols, and building a professional network will be key aspects of your role. In terms of qualifications, a degree in Accounting, Finance, Commerce, or a related field along with professional certifications such as Chartered Accountant, CFA, CVA, CA, ACCA, CIMA, or a Master's degree will be advantageous. A minimum of 8 years of relevant work experience, proficiency in English communication, IT skills (Word, Excel, PowerPoint), motivation for a career in professional services, and a proactive, detail-oriented, and quality-focused approach are essential attributes for this role. Working with us will offer you the opportunity to collaborate with a dynamic team, engage in challenging projects with renowned companies, access comprehensive learning and development programs, and receive a competitive remuneration package. We are committed to supporting your personal and professional growth, providing a conducive environment for you to excel, and encouraging you to express your individuality and contribute meaningfully to our global presence. Join us at EY and be part of a culture that values your potential, fosters your development, and empowers you to make a difference in the world of finance and transactions.,

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 2 of these Equity Fixed Income FX Commodities Derivatives Structured Products Experience knowledge of Fixed Income and Derivatives especially Corporate Bonds Interest Rate derivatives Total Return Swaps TRS Credit Derivatives CVA FVA etc Basic understanding of pricing and valuation of these products Understanding of key risk profitability concepts such as Probability of Default Event of Default Jump to Default Present Value of basis point Mark to Market volatility Yield curve parallel and point shifts in yield curve etc Ability to dissect price of a security onto its various constituent components such as interest rate curves and the corresponding relevant term structure sensitivity A higher degree in one of those areas or in finance or a professional qualification e g CFA FRM PRIMA would be an advantage General knowledge of risk issues and investment products together with some programming skills would be also desirable Ability to work well in a team and building relationships Ability to produce high quality accurate work under pressure and to tight deadlines Willingness to question and challenge the status quo and ability to provide alternative approaches Preferred Skills: Domain->Financial Risk Management->Credit Risk Management,Domain->Financial Risk Management->Market Risk Measurement & Control

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

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 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