Manager - Risk/Digital & Analytics Practice at Michael Page India
Views:1098 Applications:50 Rec. Actions:Recruiter Actions:7
Manager/AVP - Pricing Model Development - Derivatives Modelling - Financial Services Firm (5-10 yrs)
Pricing Model Development - Derivatives Modelling - Manager/AVP
Our Client:
Our clients are a leading financial services firm and is seeking an experienced professional to join their Market Risk team modeling team based out of Delhi NCR
Key Responsibilities
- Work with Market Risk Modelling team in delivering various analytical and advisory projects
- Developing and validating Valuation/Pricing models for various asset classes
- Perform model testing - performance, stability; assess the model's functional soundness
- Also, work on market risk, liquidity risk, and ALM models
- Understand latest regulatory guidelines and advise clients on their implementation
- Make presentations to client stakeholders and internal management
Successful Applicant:
- Master's degree or Ph.D. in Economics, Statistics, Finance, Financial Engineering, or Business preferably with an emphasis on quantitative risk or valuation modeling; additional professional credentials such as FRM, CFA, or PRM are desirable
- At least 5 years experience in development/validation of pricing or valuation models along with strong knowledge of stochastic calculus, numerical methods, finite difference methods
- Extensive background in econometric modeling (regression analysis, time-series modeling, volatility models, cross-sectional models, multivariate models, and Monte-Carlo simulation); knowledge of MatLab, VBA, Bloomberg, and Intex (desirable)
- Solid programming skills in C++ or Java/ any object oriented language, R, Matlab, Python
What's On Offer
Excellent work life balance in a very meritocratic culture with leading MNC. This role would offer you variation, stability and career progression in addition to a highly competitive compensation.
This job opening was posted long time back. It may not be active. Nor was it removed by the recruiter. Please use your discretion.