AVP-QA-Market Risk
Barclays · mumbai, India
pythonc++risk modelingmonte carlostress testingback-testingnumerical analysisfinancial engineeringexperienced
Job Description
Join Barclays as an AVP Quantitative Analytics Market Risk Modeler, responsible for developing credit risk models using advanced methodologies. Collaborate with global teams to implement analytics and modeling solutions for business decision-making. Ensure compliance with risk management policies and provide ongoing support for model effectiveness.
Qualifications
Advanced Technical Degree (Master's / PhD / similar or equivalents) in Statistics, Engineering, Numerical Analysis, Mathematics, Physics, Econometrics, Financial Engineering, Computer Science, Financial Mathematics. Certification - GARP-FRM, PRM, CQF, AI/ML Courses.
Skills Required
- python
- c++
- risk modeling
- monte carlo
- stress testing
- back-testing
- numerical analysis
- financial engineering
Location
City: mumbai · Country: India