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Experience: 12-18 Years | Salary: 65,00,000-75,00,000 | Opening(s): 1 | Posted Date : 2026-08-28
Hiring For Leading MNC
Designation VP - Counterparty Credit Risk Model Validation
Job Description
  • Lead end-to-end independent validation of complex Counterparty Credit Risk models.
  • Review and challenge modelling methodologies, assumptions, mathematical frameworks, calibration techniques, and stress-testing approaches.
  • Validate Monte Carlo exposure simulation engines, netting and collateral models, and CVA/XVA pricing models.
  • Conduct independent model replication, benchmarking, sensitivity analysis, and quantitative testing.
  • Review model documentation, implementation methodology, coding standards, and testing evidence.
  • Prepare comprehensive model validation reports, findings, recommendations, and executive summaries.
     
Desired Profile
  • 6+ years of experience in Counterparty Credit Risk, Model Validation, Quantitative Risk, or Credit Risk Modelling.
  • Strong expertise in PFE, EPE, EAD, CVA/XVA, exposure modelling, and derivatives pricing.
  • Hands-on experience with Python, R, or VBA for quantitative analysis, model testing, and independent validation.
  • Strong understanding of Monte Carlo simulation, stochastic calculus, numerical methods, and quantitative modelling.
  • Experience in validating or developing CCR/credit risk models within a financial services or banking environment.
  • Good knowledge of Basel III, CRD IV, PRA guidelines, and broader Model Risk Management frameworks.
     
IndustryBFSI
Functional Area BFSI
Skills Counterparty Credit Risk, Model Validation, Derivatives Pricing, Model Risk Management
Education Bachelor's degree in Engineering, Finance or a related discipline.
Location Mumbai
Contact HR
Call on +91-120-358-0000
Email jobs@globalhunt.in
Reference id 116573

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