Job Opportunity with Aptivaa  Aptivaa Consulting Solutions Pvt. Ltd (www.aptivaa.com) is a company into risk management. Aptivaa is specialized in Risk Consulting and provides risk consulting services to different banks all across the world. We have major clients overseas specifically in Middle East, US, UK and in India too. Our business is similar to any of the Big 4’s but the advantage is that we focus on Risk and hence are able to provide our expertise to our clients.   We currently have a requirement in the area of Quantitative Model Development with an experience of 4-8 yrs.   Below are the job credentials:   Purpose of the Job:   - The role of Quantitative models developer, with an in-depth knowledge of IRD, FX and Commodities & Credit derivatives models to support the Valuation Risk within the Group Market Risk -GIRM.   Tasks:   Responsible for developing and validating pricing models in the following asset class: FX, Commodity, IR and credit. Responsibilities are likely to include:   - Validate and improve the current products/models with special emphasis on valuation and risk management.   - Develop pricing models in the following asset classes: Fixed income, FX, Commodities and Credit derivative, including exotic derivatives utilizing Markov, HJM, Hull & White, etc.   - Defining the methodology for complete and consistent risk capture for interest rates and FX, credit derivatives in interaction with Front Office and other Risk & Control functions.   - Building an independent library of pricing tools   - Assist a team of Risk Analysts in any quantitative analysis and development.   Job Knowledge, Skills & Experience:   - Bachelor’s or Master’s degree in a quantitative field (e.g. mathematics, physics).   - Essential skills include the ability to develop models in C++ or Matlab environment   - Strong knowledge of quantitative models (multi-curve framework, interest rate models and volatility, commodities and credit derivatives).   - Hands-on experience with model implementations using Monte Carlo simulation, tree method and finite difference method.   - Total banking experience of 6-8 years with minimum 3 years specific experience in Independent Price Verification in an Investment/ Commercial bank   - Knowledge of Murex, Numerix would be a distinct advantage.   Kindly forward your active contact details and a suitable time to connect along with your updated detailed resume to discuss further the same.   Nyati Dixit  Recruitment Executive  Aptivaa

Mumbai

Aptivaa - AVP/Sr Analyst - Quantitative Model Developer - Group Market Risk 

Aptivaa - AVP/Sr Analyst - Quantitative Model Developer - Group Market Risk  ,Job Description for Aptivaa - AVP/Sr Analyst - Quantitative Model Developer - Group Market Risk  in Aptivaa in  Mumbai for (6-9) years of experience. Apply Now!

Job Description for Aptivaa - AVP/Sr Analyst - Quantitative Model Developer - Group Market Risk  in Aptivaa in  Mumbai for (6-9) years of experience. Apply Now!