15/10 Radhika Pradeep
Recruitment Team at Allegis Group

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Associate/Assistant Vice President - Pricing Model Validation - BFS (4-11 yrs)

Mumbai Job Code: 754134

Associate/AVP - Pricing Model Validation - BFS


Responsibilities :

- Provide theoretical analysis and review of Derivatives Pricing Models.

- Implement independent benchmarks of pricing models in a managed C++ or Python library.

- Write validation reports to present test results/ analysis in coherent way.

- Collaborate with teams globally (London and New York).

Education and Experience :

- Relevant university degree (PhD or Masters) in a Numerate subject. Ideal candidates will be from IIT / IISc / top Foreign Universities.

Competencies :

- Specialized option pricing model expertise necessary.

- Strong quantitative background with excellent analytical skills.

- Familiar with Stochastic Calculus, Probability, Differential Equations and Numerical Methods.

- Proficiency in Programming Languages preferably Python or C/C++

- Experience in implementing Monte-Carlo, Finite Difference Methods and other Numerical algorithms.

Personal characteristics :

- Self-motivated, persistent and focused with the ability to pay attention to detail and ensure that high quality work is consistently produced.

- Ability to work independently

- Able to cope well under pressure and tight deadlines

This job opening was posted long time back. It may not be active. Nor was it removed by the recruiter. Please use your discretion.

Women-friendly workplace:

Maternity and Paternity Benefits

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