Due to continuous growth in region one of the leading Investment Banking client looking to hire lead model development specialist in India. Ideal candidate with at least 4 to 6 years of work experience in Pricing model development / validation with sound knowledge of derivatives products.
Some of the key responsibilities will include:
- Responsible to validate pricing models
- Communicate review needs and findings to FO quants, traders, Risk and Valuation Control Groups
- Lead the validation of statistical and stress testing models for primary (e.g. market) and consequential (e.g. operational) risks.
To be eligible for this role you will require:
- Qualified degree from premium institute with model development or validation experience of exotic derivatives pricing models
- Pricing model's theory or stochastic calculus is a plus
- Proficient in programming languages C++, Python, R.
Please note that due to the high number of applications only shortlisted candidates will be contacted. If you do not hear from us in the next 5 business days we regret to inform you that your application for this position was unsuccessful.
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