We Offer: As part of the Pricing Model Validation team within Model Risk Management, you will gain exposure to modeling in areas such as Interest Rates and Inflation. The current heightened regulatory and governance framework guarantees a significant level of responsibility and visibility to the business and senior management. The range of projects covered offers the chance for team members to gain deep knowledge of products, models and the risk management for Fixed Income, with focus on Interest Rates, Inflation and Emerging Markets. Model validation of Front-Office pricing models for Fixed Income, with focus on Interest Rates, Inflation and Emerging Markets; testing and documentation following the model validation guidelines of SR11-7. - Timely delivery of model reviews with effective challenge to Front-Office and raise of identified issues. - Independent model improvement, building up our modeling framework and Model Validation library. - Review of New Products: conducting analysis for Pre-Trade Approvals. - Liaising and collaborating with partners across Front-Office quants and Trading, Market Risk and Product Control. - Conducting research for establishing methodologies that estimate model risks. Profile - Relevant past experience in Model Validation, Front Office Quantitative Analysis or Quantitative Risk Management, ideally with focus on yield curve models, interest rate exotics and/or inflation models. - Deep knowledge of derivatives pricing models, stochastic calculus, numerical algorithms and products. - Ideally educated to PhD or Master level in a quantitative topic. - Experience with a relevant programming language: C++, F#, R or Python. - Team-player with good interpersonal skills, especially in terms of communication, documentation, and partner management. You Offer - You have deep understanding of Mathematical Finance and Risk - You have prior experience with Risk, Quants and deep understanding of products across asset classes - You generally understand the role of risk teams in the banking world in terms role of traders, - You are a quant, Risk managers and Validation groups and Global regulatory landscape - You have great quantitative skills, excellent in statistic and mathematics, good competence in programming - You have the ability to talk about and communicate highly technical aspects - You are graduate or post-graduate in engineering discipline or in pure mathematics - You have work experience of 8-10 years in related areas

Mumbai

Credit Suisse - Model Risk Management Role - Pricing Model Validation Team 

Credit Suisse - Model Risk Management Role - Pricing Model Validation Team  ,Job Description for Credit Suisse - Model Risk Management Role - Pricing Model Validation Team  in Credit Suisse in  Mumbai for (6-10) years of experience. Apply Now!

Job Description for Credit Suisse - Model Risk Management Role - Pricing Model Validation Team  in Credit Suisse in  Mumbai for (6-10) years of experience. Apply Now!