EXL Service - Quantitative Modeling Role

Requirement:

- 2 or more years work experience in a quantitative discipline relevant to risk management

- Advanced degree/designation in Economics, Finance, Statistics, Mathematics, Actuarial Sciences

Role :

- Validating derivatives pricing models covering equity, FX, interest rates, structured products etc., counterparty and market risk models.

- Managing Excel API VBA and/or programming in Python, C++, MATLAB,C#, Java, R, SAS

- Intermediate to Advanced technical skill