AVP Quantitative Analytics CCR Modeler Barclays

3.0 - 8.0 years

10 - 20 Lacs

mumbai

Hybrid

Join us as a " 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 unapparelled 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. You may be assessed on the key critical skills relevant for success in role, such as experience with end-to-end model development , experience on coding languages like Python OR R OR C++, as well as job-specific skillsets. To be successful as a " AVP Quantitative Analytics CCR Modeler you should have experience with: You must have knowledge of the following in CCR – IMM Models, SA-CCR, CVA, BASEL Framework, Monte Carlo Simulation, Exposure / Collateral Modelling, PFE (Potential Future exposure), EPE , EPPE, Derivatives Pricing, Greeks, Risk Factor Modelling (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. Preferable language is Python, C/C++ etc) Hand on experience in Model Development and/or Model Validation (core development experience preferred) Experience in Stress Testing/Scenarios Modelling), Statistical Modelling (preferably for Wholesale credit book), Regulators and regulatory frameworks, Stakeholders – Model Owners, Audit, Validation This role is based out of Mumbai.

Posted 1 week ago

Apply

Anaplan Developer Avom Consultants

6.0 - 11.0 years

40 - 100 Lacs

bengaluru

Remote

Anaplan Implementation Developer to design, build, and deploy Anaplan models that support critical business planning and forecasting across the organization. The ideal candidate will have hands-on experience in implementation. Pan India candidates.

Posted Date not available

Apply

Start Your Job Search Today

Browse through a variety of job opportunities tailored to your skills and preferences. Filter by location, experience, salary, and more to find your perfect fit.