We have VP role with one of the investment bank in Mumbai  Roles & Responsibilities:  - Manage a local team of model validation quants for derivative pricing models for Trading and Hedges.  - Position requires strong derivative pricing skills   - Validation work will involve reviewing model assumptions, verifying the mathematical formulation, independently implementing the business/desk model when needed.  - Developing benchmark models to conduct effective challenge, and assessing and quantifying model limitations to inform stakeholders of model risk   - Manage a team of model validation quants for derivative pricing  - Manage model risk across the model life cycle including model validation, ongoing performance evaluation, and annual model reviews  - Present model validation findings to senior validators and various model risk management stakeholders  Key Skills:  - Experience in developing or validating derivative pricing models  - Strong derivative pricing skills a must (stochastic calculus, numerical techniques, coding in C++/python)  - Strong communication skills with the ability to find practical solutions to challenging problems  Black Turtle

Mumbai

VP - Derivatives Modeling - Investment Bank 

VP - Derivatives Modeling - Investment Bank  ,Job Description for VP - Derivatives Modeling - Investment Bank  in Black Turtle in  Mumbai for (9-15) years of experience. Apply Now!

Job Description for VP - Derivatives Modeling - Investment Bank  in Black Turtle in  Mumbai for (9-15) years of experience. Apply Now!