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Tier-1 bank and Bengaluru metro increase applicants but specialized quant/XVA skills reduce candidate pool.
Requires deep quant finance and XVA expertise, limiting cross-industry transferability.
Mandatory 2+ years quantitative experience plus XVA/pricing expertise and specific language requirements create strict filters.
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Develop, implement, calibrate, and validate highly complex quantitative financial models including pricing and risk models (XVA) across multiple asset classes.
Lead model performance monitoring programs, document results, and investigate underperforming models or KPIs to provide actionable insights for risk management and business decision-making.
Collaborate with internal stakeholders and regulators to strategize and support analytical initiatives impacting financial products, pricing, and market/counterparty risk.
Minimum 2 years of quantitative analytics experience or equivalent demonstrated through work experience, training, military experience, or education.
Bachelor's degree or higher in statistics, mathematics, physics, engineering, computer science, economics, or a quantitative discipline.
Proficiency in statistical and mathematical modeling using Python, R, SAS, C++, and SQL.
Knowledge in financial products, derivatives pricing, XVA, and market or counterparty risk.
Experienced in leading complex, highly quantitative model development and validation projects within financial services or risk management.
Skilled in strategic analytical support with the ability to effectively communicate findings to senior management and stakeholders.
Comfortable working in a regulatory environment involving collaboration with peers, managers, and regulators, with a focus on risk mitigation and compliance.