Executive Director - Derivative Pricing Models - Investment Bank

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. Experience in model development or validation of derivatives pricing models

3. 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

4. Experience in Derivative pricing models/ Rates

5. Python/ R

6. Excellent communication skills (written and verbal).

Qualifications:

1. PhD or Masters Degree (or equivalent) in a quantitative discipline such as Math, Science, Economics, Engineering, Quantitative/Math Finance, etc.

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

If you find job opportunity is suitable for you then please revert with your updated resume.

Priya S Jha

Senior Recruiter

Mobile: +91-7410033323