XVA Quant
Barclays · mumbai, India
xvaquantitativepythonc++financial-mathematicsrisk-managementmodel-assessmentexperienced
Job Description
As an XVA Quant, you will assess model assumptions and limitations, focusing on model assessment and increasing testing coverage. You will collaborate with quant developers and stakeholders to enhance CVA, DVA, and FVA models. Strong programming skills in Python and/or C++ are essential.
Qualifications
PhD or master’s degree in financial mathematics, Mathematics or Physics
Skills Required
- xva
- quantitative
- python
- c++
- financial-mathematics
- risk-management
- model-assessment
Location
City: mumbai · Country: India