Manager-Counterparty Credit Risk Quant - Risk Consulting - FSRM - Mumbai, Delhi, Bangalore, Pune
Job position: Manager-Counterparty Credit Risk Quant - Risk Consulting - FSRM - Mumbai, Delhi, Bangalore, Pune, Mumbai, Maharashtra
exposure model development, Validation and monitoring, Derivatives Pricing, Back testing of IMM, Collateral simulation models... and mathematical models for the CCR/XVAs - Have a good understanding of risk simulation under IMM and derivative pricing models......
Job Location: Mumbai, Maharashtra, IndiaSalary: unspecified
Company: EY
Job posted: 06 Feb 2025
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