Assistant Vice President - Model Validation/Quants Model - BFSI

Assistant Vice President - Model Validation - Quants Model

1) Fixed Income Model Validation

2) Experience of working in Derivatives Pricing Model Validation .

3) Experience: 5+ years

4) Great skills on programming languages like C++, Python.

5) Candidates from only Tier 1 and Tier 2 colleges can apply.

Specific responsibilities include :

- Development of models

- Documentation of models

- Extend scope of existing models (currencies, indices...)

- Integration analysis/support

- Development of model interfaces

- Development of test/release tools