Model Risk & Quantitative Analytics Role - IIT/NIT/IIM

Roles and Resposibilities-

- Exposure to derivative pricing methods and testing models across all major asset classes,

- Exposure to credit modelling techniques

- Reviewing and developing models for pricing derivatives, capital and credit risk, as well as performing analysis of data and reporting on the accuracy and quality

- Degree in a quantitative discipline and 5+ years of relevant work experience.

- Must be working on programming languages such as C++, python R, SQL and VBA.

- Experience working on Linux and shell scripting will be considered favourably

Non- Negotiables Parameters-

- Mathematics or quantitative degree from Tier 1 Institute

- Hands on experience on languages as c++ and Python

- Experience in pricing of various models, etc.