Vice President/Director - Quant Risk - BFSI

Role :Vice President/Director - Quant Risk

Location : Mumbai

We have openings at a Director and Senior Manager level in Quant risk where we are looking for people who have worked on quant pricing and specifically on derivatives.

The role would involve :

- Pricing and Risk management models/ methodologies for a particular asset classes

- Performing in depth model reviews

- Preparation of model review documentation

- Model Risk Analysis

- Using numerical techniques for derivatives pricing

- Working on Interest Rate models

- Working on Equity pricing of Exotic Payoffs

- Calculating Stochastic Volatility Models for pricing Equity Derivatives

- Pricing of Credit derivatives

- FX pricing of plain vanilla and exotic FX derivatives