Urgent Search: Avp Qa Ccr

1 week ago


Mumbai Maharashtra, India Crescendo Global Full time

Summary Step into a high-impact quant role where markets meet math and risk meets innovation You will build and enhance cutting-edge Counterparty Credit Risk CCR models used by global markets teams Think Monte-Carlo engines derivatives exposure simulations regulatory risk capital models - and the thrill of influencing real financial risk decisions across asset classes If quantitative rigor financial math and elegant code excite you - this is your playground Location - Mumbai Your Future Employer - Join a world-renowned global investment bank that drives innovation across risk markets and technology Work with brilliant quants model developers and risk leaders in a culture built on accuracy trust and responsible finance - shaping risk frameworks used across global trading desks Responsibilities Develop enhance validate CCR models IMM SA-CCR CVA PFE EPE EEPE Perform back-testing benchmarking advanced numerical analysis Build Monte-Carlo simulation-based exposure collateral frameworks Model risk factors across rates credit equities commodities Partner with Model Owners Model Audit Validation teams for regulatory alignment Support stress-testing scenario analysis model performance reviews Requirements 6-14 years experience in CCR model development validation Deep understanding of IMM SA-CCR CVA Basel III IV Monte-Carlo simulation Greeks derivatives pricing Hands-on programming in Python or C mandatory Experience with back-testing numerical methods exposure modelling Familiarity with regulatory guidance SR11 7 SS1 23 SS12 13 Experience with wholesale credit stress testing scenario modelling Education Post-graduate degree in Quantitative Finance Mathematics Statistics Engineering or similar quantitative discipline What Is In It For You Work in a globally respected risk quant culture Build models used across world-leading trading risk platforms Exposure to cross-asset modelling next-gen risk analytics A career track that blends quant finance real-world impact Reach us - If you think this role aligns with your career aspirations kindly write to us with your updated CV at for a confidential discussion Disclaimer - Crescendo Global specializes in senior to C-level niche recruitment and is an equal opportunity employer We do not discriminate on the basis of race religion color origin gender sexual orientation age marital status veteran status or disability Note - We receive many applications daily - if you don t hear from us within one week please assume your profile has not been shortlisted Thank you for your patience Profile Keywords AVP Quant Jobs CCR Model Developer SA-CCR IMM Models CVA Quant Market Risk Quant Python Quant Jobs C Quant Developer Monte-Carlo Simulation Basel III IV Exposure Modelling Derivatives Greeks Investment Bank Careers Crescendo Global


  • AVP QA CCR

    2 weeks ago


    Mumbai, Maharashtra, India crescendo global Full time ₹ 12,00,000 - ₹ 24,00,000 per year

    Job Description : AVP QA CCR (Counterparty Credit Risk) Location: MumbaiDiscipline: Credit / Market RiskJob Type: PermanentContact Name: Vandana HatwalContact Email: Job Ref: 84138Published: about 9 hours agoSummary Step into a high-impact quant role where markets meet math and risk meets innovation. You will build and enhance cutting-edge Counterparty...


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  • Qa Engineer – Avp

    3 weeks ago


    Pune, Maharashtra, India Deutsche Bank Full time

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  • Mumbai, Maharashtra, India Citi Full time ₹ 20,00,000 - ₹ 25,00,000 per year

    Institutional Credit Management's ("ICM") objective is to provide an integrated "end-to-end" credit underwriting, identification, measurement, management, monitoring and reporting for wholesale credit businesses across the enterprise. Wholesale Credit Risk ("WCR") In-Business Quality Assurance (QA) is an integral part of the ICM organization.WCR...