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12/10 Priya
HR Consultant at Credence HR Services

Views:6478 Applications:65 Rec. Actions:Recruiter Actions:33

Executive Director - Derivative Pricing Models - Investment Bank (10-15 yrs)

Mumbai Job Code: 753163

Opportunity for Executive Director Derivative Pricing Models in a Investment Bank .

Location - Mumbai

Core responsibilities:

1. Carrying out a portfolio of model reviews (e.g. pricing engines, derivatices products, reserve methodologies) in a trading asset class / product area

2. Oversee a team of 3-5 junior reviewers, providing technical guidance and local management

3. Communicate review needs and findings to FO quants, traders, Risk and Valuation Control Groups

Qualifications:

1. Excellence in probability theory, stochastic processes, partial differential equations, numerical analysis, option pricing theory (i.e. quantitative models for pricing and hedging derivatives)

2. Very strong analytical and problem solving abilities

3. PhD or equivalent

4. Experience in model development or validation of derivatives pricing models

5. Inquisitive nature, risk mindset, ability to ask pertinent questions and escalate issues

6. Excellent communication skills (written and verbal)

7. Team work oriented

8. Project management experience

Desirable Skills, Experience and Qualifications:

1. Extensive model development (e.g. model design, model implementation, desk support) experience at Financial Firm with top 10 ranking in Tier 1 hybrid/exotic derivatives products

2. Experience with Monte Carlo and numerical methods

3. C/C++ programming, Python, Visual Basic

If you find job opportunity is suitable for you then please revert with your updated resume along with below mentioned details:

Current CTC -
Expected CTC -
Notice period -
Direct reportees or IC role -
Reporting to (Only Designation) -Please acknowledge the mail that you are interested and feel free to call me for any query regarding the same.

Priya S Jha
Senior Recruiter

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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