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29/05 Reema Maheshwari
Founder/Chief Consultant at Credence HR Services

Views:3268 Applications:55 Rec. Actions:Recruiter Actions:0

Vice President - Pricing Model Validation (8-14 yrs)

Mumbai Job Code: 703422

We have a Vice President role with our client in Mumbai.


- Model validation of Front-Office pricing models for Fixed Income, with focus on Interest Rates, Inflation and Emerging Markets; testing and documentation following the model validation guidelines of SR11-7.

- Timely delivery of model reviews with effective challenge to Front-Office and raise of identified issues.

- Independent model improvement, building up our modeling framework and Model Validation library.

- Review of New Products: conducting analysis for Pre-Trade Approvals.

- Liaising and collaborating with partners across Front-Office quants and Trading, Market Risk and Product Control.

- Conducting research for establishing methodologies that estimate model risks.


- Relevant past experience in Model Validation, Front Office Quantitative Analysis or Quantitative Risk Management, ideally with focus on yield curve models, interest rate exotics and/or inflation models.

- Deep knowledge of derivatives pricing models, stochastic calculus, numerical algorithms and products.

- Ideally educated to PhD or Master level in a quantitative topic.

- Experience with a relevant programming language: C++, F#, R or Python.

- Team-player with good interpersonal skills, especially in terms of communication, documentation, and partner management.

Incase you wish to explore the opportunity, please feel free to write to me.

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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