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234483

Counterparty Credit Risk

caution
3 - 6 Years.Mumbai/Pune
Posted 9 years ago
Posted 9 years ago

Derivatives pricing, mathematics, stochastic calculus, monte-carlo simulation, numerical techniques, modelling, model validation, potential future exposure (PFE), CVA/DVA, C++/R/MATLAB/Java/C#, finite difference methods, binomial and multinomial models, simulations, volatility modelling, engineering, PhD, MSc, Masters in Financial engineering, black-scholes etc

Some of the asset class products are - IR Swaps, FX Forwards, FX Options, FRAs, Digital Options, Bonds, Swaptions, Barrier options and other exotic options.

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3225

JOB VIEWS

70

APPLICATIONS

28

RECRUITER ACTIONS

See how you stand against competition

Pro

View Insights

Job Code

234483

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