AVP-CCR- 14 plus years Mumbai

VP QA CCR (Counterparty Credit Risk) | Mumbai Location Mumbai About the Role We are looking for an experienced AVP/VP Counterparty Credit Risk (CCR) Quantitative Analyst to join a high-performing Risk Analytics and Model Development team. This is an excellent opportunity for professionals with strong quantitative, analytical, and programming skills to work on the development, enhancement, and validation of advanced Counterparty Credit Risk (CCR) models while ensuring compliance with global regulatory standards. Key Responsibilities Develop, enhance, and validate Counterparty Credit Risk (CCR) models, including IMM, SA-CCR, CVA, PFE, EPE, and EEPE. Perform model back-testing, benchmarking, and numerical analysis to assess model accuracy and performance. Build and enhance Monte Carlo simulation frameworks for exposure modelling and collateral modelling. Develop risk factor models across multiple asset classes, including Interest Rates, Equities, Credit, and Commodities. Partner with Model Owners, Model Validation, Audit, and Risk teams to ensure regulatory compliance and governance. Support stress testing, scenario analysis, and periodic model performance reviews. Contribute to model documentation and regulatory submissions in line with internal and external standards. Required Skills & Experience Strong understanding of Counterparty Credit Risk (CCR) concepts and methodologies. Hands-on experience with IMM Models, SA-CCR, CVA, Basel Framework, Monte Carlo Simulation, Exposure Modelling, Collateral Modelling, Derivatives Pricing, Greeks, and Risk Factor Modelling. Expertise in Back-testing, Numerical Analysis, and Model Validation/Development. Strong programming skills in Python or C++ (mandatory). Experience working with regulatory frameworks such as Basel III/IV, SR 11/7, SS1/23, SS12/13, and knowledge of the FRTB framework. Exposure to Stress Testing, Scenario Analysis, and Statistical Modelling for wholesale credit portfolios. Excellent analytical, problem-solving, and stakeholder management skills. Educational Qualification Postgraduate degree in Quantitative Finance, Mathematics, Statistics, Engineering, or a related quantitative discipline. Why Consider This Opportunity Work on complex quantitative risk models within a global financial services environment. Gain exposure to cutting-edge risk analytics and regulatory model development. Collaborate with experienced quantitative analysts and risk professionals. Opportunity to contribute to high-impact projects aligned with evolving global regulatory requirements. Profile Keywords VP QA CCR, AVP Counterparty Credit Risk, Counterparty Credit Risk Jobs, CCR Quantitative Analyst, Risk Analytics, Model Development, Credit Risk Models, Market Risk Models, IMM Models, SA-CCR, CVA, PFE, EPE, EEPE, Basel III, Basel IV, FRTB, Monte Carlo Simulation, Exposure Modelling, Collateral Modelling, Risk Factor Modelling, Derivatives Pricing, Greeks, Back-testing, Model Validation, Python, C++, Financial Services Jobs, Risk Management Jobs, Mumbai Jobs, Quantitative Finance Jobs. Reach Us If this opportunity aligns with your career aspirations, please share your updated CV along with a brief introduction at Sadaf.zenab@crescendogroup.in for a confidential discussion. VP QA CCR (Counterparty Credit Risk) | Mumbai Location Mumbai About the Role We are looking for an experienced AVP/VP Counterparty Credit Risk (CCR) Quantitative Analyst to join a high-performing Risk Analytics and Model Development team. This is an excellent opportunity for professionals with strong quantitative, analytical, and programming skills to work on the development, enhancement, and validation of advanced Counterparty Credit Risk (CCR) models while ensuring compliance with global regulatory standards. Key Responsibilities Develop, enhance, and validate Counterparty Credit Risk (CCR) models, including IMM, SA-CCR, CVA, PFE, EPE, and EEPE. Perform model back-testing, benchmarking, and numerical analysis to assess model accuracy and performance. Build and enhance Monte Carlo simulation frameworks for exposure modelling and collateral modelling. Develop risk factor models across multiple asset classes, including Interest Rates, Equities, Credit, and Commodities. Partner with Model Owners, Model Validation, Audit, and Risk teams to ensure regulatory compliance and governance. Support stress testing, scenario analysis, and periodic model performance reviews. Contribute to model documentation and regulatory submissions in line with internal and external standards. Required Skills & Experience Strong understanding of Counterparty Credit Risk (CCR) concepts and methodologies. Hands-on experience with IMM Models, SA-CCR, CVA, Basel Framework, Monte Carlo Simulation, Exposure Modelling, Collateral Modelling, Derivatives Pricing, Greeks, and Risk Factor Modelling. Expertise in Back-testing, Numerical Analysis, and Model Validation/Development. Strong programming ski