AVP/VP - Quant Modeling

AVP/VP Quant Modeling

We have openings at an VP and AVP level in Quant risk where we are looking for people who have worked on quant pricing and specifically on derivatives.

The role would involve :

- Pricing and Risk management models/ methodologies for a particular asset classes

- Performing in depth model reviews

- Preparation of model review documentation

- Model Risk Analysis

- Using numerical techniques for derivatives pricing

- Working on Interest Rate models

- Working on Equity pricing of Exotic Payoffs

- Calculating Stochastic Volatility Models for pricing Equity Derivatives

- Pricing of Credit derivatives

- FX pricing of plain vanilla and exotic FX derivatives