VP & Associate - Counterparty Credit Risk - Investment Bank

This is an analytics development position within the Counterparty Credit Risk Quantitative Research group with a focus on Counterparty Risk models. The role affords the new team member opportunities to gain cross-asset experience in a wide range of business areas and its products and models, while contributing to the model development for business specific as well as bank-wide models.

The primary responsibilities for this role will include - 

- Implementing a wide variety of software including: product payoffs, frameworks for pricing and risk management and pricing algorithms and models

- Supporting, upgrading, and debugging the software, partnering with other Quants, Traders, and Technologists

- Liaising with technology groups to deliver the analytics to systems for use by the business

Essential Skills - 

- Knowledge of at least one of Python/C++

- Strong analytical and problem solving abilities.

- Good communication.

- Degree educated or equivalent in a technical discipline.

Desirable Skills - 

- Strong C++ development skills in a numerical (scientific) programming setting.

- Strong C++ design skills

- Prior experience in Python an advantage

- Professional software development experience

- Experience in High-Performance Computing (eg grid computing, GPU)

If you find it suitable or if you have any reference for this position, Kindly share CV with Below detail on

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Tejashree Waradkar
Team Leader
Dir No: +91 22 66848569| 66848269/ Mob No .8454843560 /8850817160
Linkedin : https://www.linkedin.com/in/tejashree-w-5328b86a/