Lead - Model Risk & Quantitative Analytics - Financial Services

Opening with a Large MNC Financial Services organization .

Key Role Ask Is:

- Ensuring the integrity of key financial models,

- Reviewing and developing models for pricing derivatives, capital and credit risk, as well as performing analysis of data and reporting on the accuracy and quality.

- Testing the linkages between models and systems

- To be successful in this role, you should have exposure to derivative pricing methods and testing models across all major asset classes, or exposure to credit modeling techniques

Education& Experience

- Engineering and Management from a top ranked institute

- Degree in a quantitative discipline and 3-5 years of relevant work experience. Experience in programming languages such as C++, python R, SQL and VBA. Experience working on Linux and shell scripting will be considered favorably.

- Exposure to Range of analytical techniques including time series analysis, regression analysis, optimization, partial differential equations, finite difference methods and Monte Carlo simulations which are implemented using a variety of computing technologies.