Rich Experience in Pricing Models (Model Validation across IR(including Inflation products), FX, Credit ,ABS/MBS/SFT and Equity asset class), Market Risk Models (Model Development - FRTB IMA, RNIV to VaR migration feasibility study ) and Counterparty Credit Risk Models( EAD models -Revaluation and AMC based models ). Also, have experience in Software Development and have worked on Data compliance and control projects. Skill sets Financial mathematics - Stochastic Calculus, Probability theory, Derivative products, Numerical Methods, Monte Carlo Simulation, FRTB, Market Risk and CCR. Coding - Python (Intermediate level), C++ (comfortable implementing basic pricing concepts . Techniques used - Classes and objects , encapsulation, overloading , overriding ,Virtual functions , etc . To learn - STL , Boost libraries , etc ). Java OOPS dev experience in Job between 2010 and 2012 .