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AVP-QA-Market Risk Barclays

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 2 days ago

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