AVP/VP - Pricing Models Validation - BFSI

About the client:

- Company Name: a leading Financial Services organization in Mumbai

- Industries: FinTech / Payments

- Company Type: Startup

- Funding Stage: Series C

- Headquarter Location: Mumbai

- Nature of Offering: Service

- Founding Year: 2018

- No of Employees: 501-1000

AVP/ VP - Pricing Models Validation

We are hiring for a leading Financial organization based at Mumbai

Position :

Experience : 3-7 yrs in Pricing Model Validation/ Model review - For financial Services with good Python, SAS programming skills

Education : B.tech/ Masters / MBA in Economics, Mathematics, Statistics, Finance, Computer science

Role & Responsibilities :

- Responsible for performing and documenting analysis and testing of EOD pricing Models, Market risk pricing models, counterparty credit risk pricing models, related finance models

- Conduct periodic model validations on scores, looking for key metrics such as precision, recall, rank ordering of score performance

- Independent review and challenge

- Perform technical analyses, data analyses, benchmarking, build challenger models (if needed) to support the validation review and challenge process

- Produce high quality model validation reports, with a particular focus on noting limitations, weaknesses and assumptions

- Validate, track, and monitor delivered projects. Produce robust documentation to ensure replicability of results