Vice President/Assistant Vice President - Model Risk/Quants - BFSI

VP/ AVP MR Quants

Job Description :

Skills/Experience Required :

- Master's degree in Mathematics/Statistics/Finance/Economics/Computer Science/Engineering, or other quantitative fields. Bachelor's degree from top schools in the above area with exceptional academic records and strong knowledge in financial modeling may also apply;

- Experience in the financial/banking industry;

- Experience of financial modeling experience in one or more financial products like Equity, Interest Rates, FX or Credit

- Must have one or more of the following areas: Derivative Pricing Models, Traded Risk models, Statistical Models;

- Must have background in financial mathematics knowledge such as stochastic calculus, numerical methods, probability theory, regression, time series analysis

- Knowledge of programming skills in one or more of C/C++, VBA, R, SAS, Matlab, Java;

- Experience of conducting independent model reviews is a plus;

- Fluency in English both spoken and written