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16/04 Preeti Sethi Saraswat
Key Account Manager at Mastermind Network

Views:849 Applications:204 Rec. Actions:Recruiter Actions:26

Senior Analyst/Assistant Manager - Model Validation/Market Risk - Financial Firm (2-6 yrs)

Delhi NCR/Mumbai Job Code: 816815

We are hiring for a leading Financial organisation based at Mumbai & Gurgaon

Position :

Experience :2-6 yrs in Analytic, Model Validation for algorithmic trading models, Quant models, Derivatives, Pricing models, Market risk Models like equity, interest rate, Forex,with Global exposure

Education : Masters / MBA in Economics, Mathematics, Statistics, Finance, Computer science.

Role & Responsibilities :

- Involved in Validation/development of Market Risk models like Var Models, Pricing models, Derivatives Models.

- Involved in checking Model performance and provide inputs to model development team and Stakeholders.

- Model validation including conceptual soundness, critical assessment of the testing performed by the model developers to support the integrity and accuracy of the model implementation

- Development and implementation of effective testing plans and testing code to critically challenge models through empirical analyses and to verify model implementation

- Experience in validation of Derivative Pricing models/ Market Risk Models across various classes

- Prepare validation report and technical documents for the model being validated

- Excellence in probability theory, stochastic processes, partial differential equations, numerical analysis, option pricing theory (quant models for pricing and hedging derivatives).

- Review the underlying assumptions, theory, derivation, empirical evidence, implementation and limitations of the model being validated

- Strong statistical analytics skills and knowledge of advanced statistical analysis tools including SAS, Python & R

This job opening was posted long time back. It may not be active. Nor was it removed by the recruiter. Please use your discretion.

Women-friendly workplace:

Maternity and Paternity Benefits

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