Requisition Id: 1725913

As a global leader in assurance, tax, transaction and advisory services, we hire and develop the

most passionate people in their field to help build a better working world. This starts with a

culture that believes in giving you the training, opportunities and creative freedom. At EY, we

don't just focus on who you are now, but who you can become. We believe that it's your career

and 'It's yours to build' which means potential here is limitless and we'll provide you with

inspiring and fulfilling experiences throughout your career to help you on the path to becoming

your best professional self.

The opportunity :
- Counterparty Credit Risk Quant - Business Consulting Risk - FSRM (Open for Bangalore, Delhi

NCR, Mumbai, Kolkata, Pune, Chennai)
- Our FSRM team is a fast-moving, high-growth area with huge potential. It offers variety,

challenge, responsibility and the opportunity to realize your leadership potential.
- Our Financial Services Risk Management (FSRM) practice focuses on risk management,

regulatory, quantitative,



and technology backgrounds. The breadth of experiences of FSRM

professionals enables the practice to coordinate the delivery of a broad array of risk management

services to capital market participants throughout the world in a well-integrated manner.
- We are looking for candidates who will be performing duties in the quant space of Counterparty

Credit risk domain including but not limited to CCR exposure model development, Validation and

monitoring, Derivatives Pricing, Back testing of IMM, Collateral simulation models development

and validation, etc.

Your key responsibilities :
- Experience in developing/validating the quantitative and mathematical models for the

CCR/XVAs
- Have a good understanding of risk simulation under IMM and derivative pricing models
- Able to demonstrate SME skills on Various Credit risk exposure computation methods such as

SA-CCR, CEM and IMM- Monte carlo simulation
- Strong Under

📌 Senior Consultant (Mumbai)
🏢 EY
📍 Mumbai