Job Description
Seeking a Senior Manager- SACCR/Counterparty Credit Risk in New Delhi, India.
• Develop and backtest regulatory models such as SIMM, SACCR, SA-CVA, BA-CVA, and VaR/ES.
• Build and maintain risk measurement and monitoring frameworks.
• Analyze regulatory rules and conduct compliance assessments.
• Develop and implement benchmark models and methodologies in C++, Python, R, etc.
The successful candidate will have:
• A Bachelor's or Master's degree in a quantitative discipline (Engineering, Maths, Physics, CS).
• Certifications such as CFA, FRM, CQF, IIQF are a plus.
• Strong knowledge of counterparty credit risk regulations.
• Proficiency in programming languages like C++, Python, R, MATLAB.
Our team collaborates with global experts to advance knowledge in the field.
• Develop and backtest regulatory models such as SIMM, SACCR, SA-CVA, BA-CVA, and VaR/ES.
• Build and maintain risk measurement and monitoring frameworks.
• Analyze regulatory rules and conduct compliance assessments.
• Develop and implement benchmark models and methodologies in C++, Python, R, etc.
The successful candidate will have:
• A Bachelor's or Master's degree in a quantitative discipline (Engineering, Maths, Physics, CS).
• Certifications such as CFA, FRM, CQF, IIQF are a plus.
• Strong knowledge of counterparty credit risk regulations.
• Proficiency in programming languages like C++, Python, R, MATLAB.
Our team collaborates with global experts to advance knowledge in the field.
💡 Quick Summary
Seeking a career-building opportunity? The Quantitative Risk Expert - Counterparty Credit position is now open for candidates interested in the Accountant Jobs sector. This role in New Delhi offers a professional environment and growth potential.
Requirement Snapshot: Candidates should possess basic communication skills, a proactive attitude, and the ability to work in a team. Experience in Accountant Jobs is a plus.
