Solytics Partners - Consultant/Senior Consultant - Derivative Pricing Modelling - Market Risk

About Us:

Solytics Partners provides Consulting and Solutions to Banking, Capital Markets, Asset Management, and Insurance firms. We leverage combination of deep domain knowledge, advanced analytics and technology to provide accelerated and efficient services and next generation solutions. Our team of senior consultants comes with significant global experience in key markets and advanced degrees in STEM. Our regulatory compliant solutions and services enable leading financial institutions and corporations to create and sustain competitive advantage.

Job Description:

Solytics is looking for a highly motivated and quantitative-minded individual to join our Derivative pricing modeling team as a Pricing Model Quant. The ideal candidate will have strong expertise in developing/validating Fixed Income, FX and Equity Derivative pricing models and experience with Python programming. In this role, you will be responsible for developing/maintaining or validating pricing models for a variety of models, including Fixed Income, Rates, Equity, FX, and credit risk. You will also work closely with the trading desk and other risk management teams to ensure pricing models are accurate and reflect current market conditions.

Responsibilities:

- Develop/maintain or validate pricing models for Fixed Income, FX and Equities.

- Perform model validation and backtesting using Python programming.

- Analyze model results and identify potential risks

- Work with the trading desk and other risk management teams to implement and monitor pricing models

- Support regulatory reporting requirements

- Research and develop new pricing models and methodologies

- Identify and assess model risks. Implement and monitor model risk management policies and procedures.

Key Skills:

- 5+ years of experience in derivative pricing models for Fixed Income, FX and Equities asset class

- Strong programming skills in Python.

- Excellent analytical and problem-solving skills

- Ability to work independently and as part of a team

- Experience with stress testing and scenario analysis

- Experience with Monte Carlo Simulation