Model Validation Analyst - Inv Bank

Model Validation analyst

- The opening is with a large captive unit of a well known investment bank. The role requires strong Quant Skills and would be as follows:

- You would be developing, maintaining and running test spreadsheets for complex derivative products

- Would involve setting up and running testing scenarios in trading systems,

- Will include generating, extracting and structuring risk and value data.

- Would be instrumental in implementing numerical algorithms in the C++ library.

- The job requires people with an advanced degree in math, physics or engineering. Strong understanding and experience on derivative products is an advantage. Programming experience in C++ is necessary.
Compensation would be highly competitive.

Please send your resumes to pooja@equilateral.co.in