QA Counterparty Risk Quantitative Avp

4 weeks ago


Mumbai Maharashtra, India Barclays Full time

Job Title: QA Counterparty Risk Quantitative AVP

Location: Mumbai

About Barclays

Barclays is a British universal bank. We are diversified by business, by different types of customers and clients, and by geography. Our businesses include consumer banking and payments operations around the world, as well as a top-tier, full service, global corporate and investment bank, all of which are supported by our service company which provides technology, operations and functional services across the Group.

Risk and Control Objective

Take ownership for managing risk and strengthening controls in relation to the work you do

Working Flexibly

Structured hybrid role:
Introduction:
They will be involved in all aspects of the model development process, including research, model documentation, prototyping, implementation, code review, testing, and library release.

What will you be doing?
- Model development for Monte Carlo simulation for Counterparty Risk.
- Improvements to existing CCR models and methodologies.
- Model documentation and testing.
- Development of quantitative library functionality for counterparty risk.

What we’re looking for:

- Masters Degree in Mathematics/Physics/Computer Science or other scientific discipline from a top university.
- Excellent analytical and numerical skills
- Excellent problem solving skills
- Python experience

Skills that will help you in the role:

- Experience with Monte Carlo simulation with relevant modelling and statistical knowledge
- C++ and Python experience with strong algorithmic design and reasoning skills
- Strong knowledge of one asset class (e.g. interest rates, FX )
- Experience developing in large-scale libraries and development lifecycle.

Where will you be working?

Mumbai

Be More at Barclays

Interested and want to know more about Barclays? Visit home.barclays/who-we-are/ for more details.

Purpose, Values and Mindset

We deploy finance responsibly to support people and businesses, acting with empathy and integrity, championing innovation and sustainability, for the common good and the long term.

Our values underpin everything we do: Respect, Integrity, Service, Excellence and Stewardship.

Respect

We harness the power of diversity and inclusion in our business, trust those we work with, and value everyone's contribution.

Integrity

We operate with honesty, transparency and fairness in all we do.

Service

We act with empathy and humility, putting the people and businesses we serve at the centre of what we do.

Excellence

We champion innovation, and use our energy, expertise and resources to make a positive difference.

Stewardship

We prize sustainability, and are passionate about leaving things better than we found them.

Our Mindset shapes how we take action, living by our Values, driven by our Purpose, always with our customers and clients at the heart of what we do; our Mindset is to Empower, Challenge and Drive.

Empower

Trust and support each other to deliver. Make decisions with those closest to the topic. Include diverse perspectives. Celebrate success and learn from failure.

Challenge

Question whether things can be done better. Use insights based on data to inform decisions. Be curious about how we can adapt and improve. Speak up and be open to alternative viewpoints.

Drive

Focus on outcomes. Deliver with pace. Be passionate and ambitious about what we do. Take personal responsibility. Actively build collaborative relationships to get things done.


  • Risk Associate

    3 days ago


    mumbai, India JPMorgan Chase & Co. Full time

    Are you looking for an exciting opportunity to join a dynamic and growing team in a fast paced and challenging area? This is a unique opportunity for you to work in our team to partner with the Business to provide a comprehensive view. As a Risk Associate - CCR within Risk Management and Compliance, you are at the center of keeping JPMorgan Chase strong...


  • Mumbai, India JPMorgan Chase Bank, N.A. Full time

    (Counterparty Credit Risk) - (Associate) (Mumbai, India) Job Description (Populated by Hiring Manager with standardized first three sentences) As part of Risk Management and Compliance, you are at the center of keeping JPMorgan Chase strong and resilient. You help the firm grow its business in a responsible way by anticipating new and emerging risks and...


  • Mumbai, India JPMorgan Chase Bank, N.A. Full time

    **Job Title** **Counterparty Credit Risk - Associate** **Posting Description** As part of Risk Management and Compliance, you are at the center of keeping JPMorgan Chase strong and resilient. You help the firm grow its business in a responsible way by anticipating new and emerging risks and using your expert judgement to solve real-world challenges that...


  • Mumbai, Maharashtra, India UBS Full time

    India - Risk - Group Functions **Job Reference #** - 298716BR **City** - Mumbai **Job Type** - Full Time **Your role** - To build up and grow our risk quant capabilities in India, we offer positions in the Quantitative Risk Modelling team, responsible for the development and maintenance of comprehensive and consistent risk models for credit risk, market...


  • Mumbai, India Zodnik Solutions Full time

    Associate/Senior Associate - Counterparty Risk Position Specifications:Corporate Title AssociateFunctional Title Associate / Senior AssociateExperience: 5 to 7 yearsQualification: Masters in Quantitative discipline (B.E/B. Tech+, M. Tech, MSc (Maths/Stats, Econometrics)Role & Responsibilities:- This role will focus on the SFT side of the business from...


  • Mumbai, India Zodnik Solutions Full time

    Associate/Senior Associate - Counterparty Risk Position Specifications:Corporate Title AssociateFunctional Title Associate / Senior AssociateExperience: 5 to 7 yearsQualification: Masters in Quantitative discipline (B.E/B. Tech+, M. Tech, MSc (Maths/Stats, Econometrics)Role & Responsibilities:- This role will focus on the SFT side of the business from...


  • Mumbai, Maharashtra, India Barclays Full time

    Job Title: AVP Quantitative Analytics Market Risk Location: Mumbai About Barclays Barclays is a British universal bank. We are diversified by business, by different types of customers and clients, and by geography. Our businesses include consumer banking and payments operations around the world, as well as a top-tier, full service, global corporate and...

  • Avp Credit

    4 weeks ago


    Mumbai, India SMG InfoTech Full time

    **Location** - Mumbai **Job Information** Position - : AVP Credit & Risk Skill sets: 1) Understanding of financial statements, key Financial Ratios, Working capital Management 2) Intricacies of balance sheet analysis, cash flow understanding and working capital cycle 3) Proficiency in financial cashflow Analysis 4) Good Understanding of various loan...

  • Avp - Credit Risk

    3 weeks ago


    Mumbai, Maharashtra, India Barclays Full time

    Job Title: AVP - Credit Risk Location: Mumbai About Barclays Barclays is a British universal bank. We are diversified by business, by different types of customers and clients, and by geography. Our businesses include consumer banking and payments operations around the world, as well as a top-tier, full service, global corporate and investment bank, all of...

  • Trading Enabler, AVP

    2 weeks ago


    Mumbai, India Deutsche Bank Full time

    Job Description Trading Enabler, AVP Position Overview Job Title -Trading Enabler, AVP Location -Mumbai, India Role Description - Deutsche Bank's markets business offers a fully-integrated and global product platform. With unrivalled breadth and superior execution capabilities, we are dedicated to making markets and providing client solutions in a wide...


  • Mumbai, India Deutsche Bank Full time

    Job Description Quantitative Strategist - FRMR - AVP Position Overview Job title: Credit Risk Modelling - Quantitative Strategist Location: Mumbai, India Corporate Title: AVP Role Description: About us: The Risk Methodology (RM) team, within Group Strategic Analytics (GSA), is instrumental in developing and maintaining Deutsche Bank Group's risk...

  • Avp Credit Risk

    3 weeks ago


    Mumbai, India Barclays Full time

    Job Title: AVP Credit Risk Location: Mumbai About Barclays Barclays is a British universal bank. We are diversified by business, by different types of customers and clients, and by geography. Our businesses include consumer banking and payments operations around the world, as well as a top-tier, full service, global corporate and investment bank, all of...

  • Avp - Crpm, Mumbai

    4 weeks ago


    Mumbai, India Deutsche Bank Full time

    **Job Title - **AVP/Associate **Location - **Mumbai **Role Description** The CCR Pre-Deal team is a core function within the Counterparty Credit Risk Exposure Management team of the overall Risk division. The global team is based in 3 locations - London, NY, and Mumbai. The group is responsible for analysing pre-deal credit exposures for the whole...

  • Nbfi Avp

    3 weeks ago


    Mumbai, Maharashtra, India Deutsche Bank Full time

    **NBFI AVP**: **Job ID**:R0352464**Full/Part-Time**:Full-time**Regular/Temporary**:Regular**Listed**:2024-09-16**Location**:Mumbai**Position Overview**: **Job Title: NBFI AVP** **Location: Mumbai, India** **Role Description** Risk division has a fundamental responsibility to protect the Bank. With group-wide responsibility for the management and control...


  • Mumbai, Maharashtra, India Deutsche Bank Full time

    **Quantitative Strategist - Market Risk Strats - Associate**: **Job ID**:R0344408**Full/Part-Time**:Full-time**Regular/Temporary**:Regular**Listed**:2024-09-24**Location**:Mumbai**Position Overview**: **Job Title: Group Strategic Analytics - **Quantitative Strategist - Market Risk Strats - Associate** **Location: Mumbai, India** **Role...

  • Business Analyst

    3 weeks ago


    Mumbai, India KPMG India Full time

    About KPMG INDIA KPMG entities in India are professional services firm(s). These Indian member firms are affiliated with KPMG International Limited. KPMG was established in India in August 1993. Our professionals leverage the global network of firms, and are conversant with local laws, regulations, markets and competition. KPMG has offices across India in...

  • Business Analyst

    3 weeks ago


    Mumbai, India KPMG India Full time

    About KPMG INDIA KPMG entities in India are professional services firm(s). These Indian member firms are affiliated with KPMG International Limited. KPMG was established in India in August 1993. Our professionals leverage the global network of firms, and are conversant with local laws, regulations, markets and competition. KPMG has offices across India in...

  • Business analyst

    7 days ago


    Mumbai, India KPMG India Full time

    About KPMG INDIA KPMG entities in India are professional services firm(s). These Indian member firms are affiliated with KPMG International Limited. KPMG was established in India in August 1993. Our professionals leverage the global network of firms, and are conversant with local laws, regulations, markets and competition. KPMG has offices across India in...

  • Business Analyst

    3 weeks ago


    Mumbai, India KPMG India Full time

    About KPMG INDIAKPMG entities in India are professional services firm(s). These Indian member firms are affiliated with KPMG International Limited. KPMG was established in India in August 1993. Our professionals leverage the global network of firms, and are conversant with local laws, regulations, markets and competition. KPMG has offices across India in...

  • Business Analyst

    7 days ago


    mumbai, India KPMG India Full time

    About KPMG INDIAKPMG entities in India are professional services firm(s). These Indian member firms are affiliated with KPMG International Limited. KPMG was established in India in August 1993. Our professionals leverage the global network of firms, and are conversant with local laws, regulations, markets and competition. KPMG has offices across India in...