AVP/VP - Quantitative Models Validation - Financial Firm

AVP/ VP - Pricing Models Validation

We are hiring for a leading Financial organization based at Mumbai

Position :

Experience : 4-13 yrs in Quant/derivativeprocing 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 :

- Performing independent validation of wide range of derivative pricing and risk models across asset classes like Equity, Fixed Income, Interest Rate, Credit Derivatives, OTC products, Swaps, etc

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

- Responsiblefor end-to-end independent model review and validation engagements

- Making Model Validation Report documentation

- 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