# Assistant Vice President - QA - Counterparty Credit Risk

**Company**: Barclays
**Location**: Mumbai, Nirlon Knowledge Park (BX) 9th & 11-12 floor
**Work arrangement**: onsite
**Experience**: senior
**Job type**: full-time
**Category**: Finance
**Industry**: Finance

**Apply**: https://barclays.wd3.myworkdayjobs.com/en-US/External_Career_Site_Barclays/job/Mumbai-Nirlon-Knowledge-Park-BX-9th--11-12-floor/Assistant-Vice-President---QA---Counterparty-Credit-Risk-_JR-0000106932-1?utm_source=yubhub.co&utm_medium=jobs_feed&utm_campaign=apply
**Canonical**: https://yubhub.co/job/assistant-vice-president-qa-counterparty-credit-38d19e57-5d4/

## Description

We are seeking an Assistant Vice President - QA - Counterparty Credit Risk to join our Quantitative Analytics Team in Mumbai. You will spearhead the evolution of our digital landscape, driving innovation and excellence in credit risk models using industry-leading model development frameworks and methodologies.

**Purpose of the Role:** Design, develop, implement, and support mathematical, statistical, and machine learning models and analytics used in business decision-making.

**Accountabilities:**

- Design analytics and modelling solutions to complex business problems using domain expertise.

- Collaborate with technology to specify dependencies required for analytical solutions.

- Develop high-performing, comprehensively documented analytics and modelling solutions.

- Implement analytics and models in accurate, stable, well-tested software.

- Provide ongoing support for the continued effectiveness of analytics and modelling solutions.

- Demonstrate conformance to all Barclays Enterprise Risk Management Policies.

**Assistant Vice President Expectations:**

- Advise and influence decision-making, contribute to policy development, and take responsibility for operational effectiveness.

- Lead a team performing complex tasks, using well-developed professional knowledge and skills.

- Set objectives, coach employees, and appraise performance.

- Demonstrate leadership behaviours to create an environment for colleagues to thrive.

**Requirements:**

- Experience with IMM Models, SA-CCR, CVA, BASEL Framework, Monte Carlo Simulation, Exposure / Collateral Modelling, PFE, EPE, EPPE, Derivatives Pricing, Greeks, Risk Factor Modelling, Back-testing, Numerical Analysis, SR 11/7, SS1/23, SS12/13.

- Hands-on coding experience in Python, C/C++.

- Experience in Model Development and/or Model Validation.

- Experience in Stress Testing/Scenarios Modelling, Statistical Modelling, Regulators, and regulatory frameworks.

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## Skills

### Required
- Python
- C++
- Monte Carlo Simulation
- Derivatives Pricing
- Risk Factor Modelling
- Back-testing
- Numerical Analysis

### Nice to have
- Stress Testing/Scenarios Modelling
- Statistical Modelling
- Regulators
- regulatory frameworks

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Source: [Apply at barclays.wd3.myworkdayjobs.com](https://barclays.wd3.myworkdayjobs.com/en-US/External_Career_Site_Barclays/job/Mumbai-Nirlon-Knowledge-Park-BX-9th--11-12-floor/Assistant-Vice-President---QA---Counterparty-Credit-Risk-_JR-0000106932-1?utm_source=yubhub.co&utm_medium=jobs_feed&utm_campaign=apply)