Quantitative Analyst
Published date: 2024/01/10
- Location: Ahmedabad, Gujarat, India
Quantitative Analyst (C++/Linux) - Stock Broking Industry Experience is Must
Responsibilities:
Apply this understanding to the auditing of model governance, model development, model validation, and model use within various trading desks in Global Markets.
Perform quantitative model testing, validation, and enhancement, stress and back testing for the counterparty credit risk exposure measurement models. Produce written evaluations based on these audits Periodically lead the team's efforts for selected audits in Global Markets Direct the efforts of the team and reading, commenting on, and revising team members' contributions
Responsibilities:
Apply this understanding to the auditing of model governance, model development, model validation, and model use within various trading desks in Global Markets.
Perform quantitative model testing, validation, and enhancement, stress and back testing for the counterparty credit risk exposure measurement models. Produce written evaluations based on these audits Periodically lead the team's efforts for selected audits in Global Markets Direct the efforts of the team and reading, commenting on, and revising team members' contributions
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