Upgrade to Pro Member
Recruitment Sourcing Manager at Allegis
Views:186 Applications:34 Rec. Actions:Recruiter Actions:30
Associate/AVP - Pricing Model Validation - BFS (4-12 yrs)
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, New York and Berlin).
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.
2-Step Verification - Action Required
We've updated our security procedures!
Your privacy and security are important to us. We've recently updated our security measures to make iimjobs.com safer and more secure for you. This change requires you to reset your password.
Please reset your password using the link sent to your email. If you did not receive any email, please check your spam folder..
