Senior Model Development Specialist - Investment Bank

Exciting opportunity with one of the leading Investment Bank aggressively expanding Quant Analytics team in India hence looking to hire strong quantitative skill sets along with strong programming languages especially Advanced Python, C++, R or Matlab

Some of the key responsibilities will include :

- Hands on experience in Model development/ Validation in any risk Market risk, credit risk

- Highly Proficient in statistical analysis, probability, numerical concepts and modeling.

- Pricing models, VAR model, Credit Risk model, Derivatives or Interest Rate model understanding and good exposure

- Pricing model's theory or stochastic calculus

To be eligible for this role you will require :

- Graduate / Post Graduate From Tier 1 or Tier 2 institutes with minimum 6+ years of work experience in Model Development / Model validation.

- Proficient in programming languages Advanced Python, R, Matlab

- A computer science or mathematics background will be most suitable.

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.