Director - Pricing Model Validation - Derivatives - BFS

Role: Validation of Pricing Models (Derivatives)

Location- India

Level- Director

The Team is responsible for developing model risk policy, independent review of models and ensuring that model users are aware of the model strengths and limitations.

Core responsibilities:

- Carrying out model reviews for pricing engines in a trading asset class

- Handling a team of 3-5 folks

- Share finding and review needs with Front office desk

Required qualifications:

- Bachelor's degree required in Maths, Statistics (Tier 1 Institute) or Financial Engineering (Tier 1 Institute) or CQF charter.

- Knowledge in modelling - valuation, investment management, forecasting, risk and capital

- Experience in model validation and or development is preferred

- Strong communication and interpersonal skills and Strong project management, organizational skills

- For VP/ Director level, team management experience is essential

Note- Looking for Returning Indians