Posted By
Tushar Kharkar
Senior Staffing Specialist - Talent Search & Engagement at Hipotz
Last Login: 11 February 2025
Posted in
Banking & Finance
Job Code
1513619
Position Title: Sr. Analyst / Manager - Model Development
Experience: Senior Analyst-2 (3-5 years) / Manager- 1 (5-8 years)
Location: Mumbai / Bangalore
Model Development : Prescreening
- Understanding of financial markets and products including derivatives
- Knowledge of principles of derivatives pricing
- Knowledge of stochastic calculus
- Familiarity with Python (mandatory), R, Excel and VBA
Job Requirements :
- Experience in SIMM model
- Experience in economic capital
- Understanding of counterparty exposure measures such as PFE, EE, CVA
- Assist with risk model development and maintenance
- Develop, maintain and improve counterparty exposure models
- Design and run model validation tests, for both model assumptions and implementation. Investigate issues and propose changes where there are model weaknesses.
- Specify and test system changes to implement improvements.
- Investigating issues and resolve quickly
- Previous experience in pricing models is a must
- Good time management and ability to prioritize.
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Posted By
Tushar Kharkar
Senior Staffing Specialist - Talent Search & Engagement at Hipotz
Last Login: 11 February 2025
Posted in
Banking & Finance
Job Code
1513619