AVP QA CCR

13 hours 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: Mumbai
Discipline: Credit / Market Risk
Job Type: Permanent
Contact Name: Vandana Hatwal
Contact Email:
Job Ref: 84138
Published: about 9 hours ago

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
  • 614 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 dont 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

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