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Managing Director at Edge In Asia Recruitment Private Limited
Views:279 Applications:34 Rec. Actions:Recruiter Actions:26
Senior Lead - Quant Model Development - Investment Banking (4-10 yrs)
Due to continuous growth in region one of the leading Investment Banking client looking to hire lead model development specialist in India. Ideal candidate with at least 4 to 6 years of work experience in Pricing model development / validation with sound knowledge of derivatives products.
Some of the key responsibilities will include:
- Responsible to validate pricing models
- Communicate review needs and findings to FO quants, traders, Risk and Valuation Control Groups
- Lead the validation of statistical and stress testing models for primary (e.g. market) and consequential (e.g. operational) risks.
To be eligible for this role you will require:
- Qualified degree from premium institute with model development or validation experience of exotic derivatives pricing models
- Pricing model's theory or stochastic calculus is a plus
- Proficient in programming languages C++, Python, R.
Please note that due to the high number of applications only shortlisted candidates will be contacted. If you do not hear from us in the next 5 business days we regret to inform you that your application for this position was unsuccessful.
This job opening was posted long time back. It may not be active. Nor was it removed by the recruiter. Please use your discretion.
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