Model Validation/Quant/Risk Mgmt

Model validation role with an Investment Bank CoE supporting product control & quantitative research team. The work will provide exposure to all product groups. Candidate should have sound knowledge of Derivative structures, Risk and Trading models. Exposure to FX derivatives pricing models or Risk Models Desirable

Key responsibilities include:

(a) Model review

(b) New projects in quantitative risk management

(c) Model review documentation

Model review include both pricing models and risk models. It would include reviewing the theoretical assumptions and the implementation of the model - for instance, setting up independent benchmarking tools for testing of various scenarios & boundary conditions of complex models.

Experience: 2 - 6 years

Qualification: Degree level in Mathematics/Stats/or any quantitative discipline Good knowledge of MS Excel Macros and/or programming in C++/VB

Location: Mumbai

If interested, please send your profile to nusrat@enza.in with subject title as “Model Quant”