AVP - Senior Model Developer in Counterparty Credit Risk at Hiredas - Mumbai, Maharashtra AVP - Senior Model Developer in Counterparty Credit Risk - Hiredas

AVP - Senior Model Developer in Counterparty Credit Risk

Hiredas

Location: Mumbai, Maharashtra, India

Category: Finance

Salary: 2,000,000 - 2,500,000 INR / yearly

Full-time

Job Description

Join us as a Senior Model Developer in Counterparty Credit risk at Barclays, where you'll spearhead the evolution of our digital landscape, driving innovation and excellence. You'll harness cutting-edge technology to revolutionize our digital offerings, ensuring unparalleled customer experiences.

Responsibilities

  • Design analytics and modelling solutions to complex business problems using domain expertise.
  • Collaboration with technology to specify any dependencies required for analytical solutions, such as data, development environments and tools.
  • Development of high performing, comprehensively documented analytics and modelling solutions, demonstrating their efficacy to business users and independent validation teams.
  • Implementation of analytics and models in accurate, stable, well-tested software and work with technology to operationalize them.
  • Provision of ongoing support for the continued effectiveness of analytics and modelling solutions to users.
  • Demonstrate conformance to all Barclays Enterprise Risk Management Policies, particularly Model Risk Policy.
  • Ensure all development activities are undertaken within the defined control environment.

Qualifications

  • Knowledge of CCR - IMM Models, SA-CCR, CVA, BASEL Framework, Monte Carlo Simulation, Exposure / Collateral Modelling, PFE (Potential Future exposure), EPE, EPPE, Derivatives Pricing, Greeks, Risk Factor Modelling, Back-testing, Numerical Analysis, SR 11/7, SS1/23, SS12/13, etc.
  • Hands-on coding experience (as a full-stack developer / agile developer, etc.).
  • Preferred language is Python, C/C++, etc.
  • Hands-on experience in Model Development and/or Model Validation (core development experience preferred).
  • Experience in Stress Testing/Scenarios Modelling, Statistical Modelling, Regulators and regulatory frameworks, Stakeholders - Model Owners, Audit, Validation.

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