Global Lead - Model Risk Management - Derivatives Pricing - Investment Bank

One of our global investment banking client extensively expanding global model risk management in India to reduce regional cost hence looking to hire senior Model Risk Validation Specialist to lead and manage specialized team of quantitative model risk validation.

Some of the key responsibilities and requirements will include :

- Team is responsible for independent review, verify and validate complex models used in context of valuation, risk measurement and calculation of capital.

- Global stakeholder management and ensure high quality model validation support to functional risk managers at group level.

- Engaging and communicating review needs to front office quant, traders, risk and valuation control groups.

To qualify for this role you will require :

- Holds Masters / PHD degree in Mathematics / Statistical / Econometrics from premium institute

- 12 + years of experience working in model development or validation team of investment bank

- Decent understanding of complex derivatives products and well versed with programming languages such as C / C++ OR Python OR R

Please contact Shashikant Bomma on + 91 22 42367789

Please note that due to the high number of applications only shortlisted candidates will be contacted. If you do not hear from us in the next 5 business days we regret to inform you that your application for this position was unsuccessful.