Vice President - Quant Risk - Investment Bank

We have a senior quant opening with a captive arm of a leading investment bank in Mumbai. The role is for a VP in their Model Validation team and would offer exposure to Pricing and Risk management methodologies of various asset classes

The Model Validation Group test and validate all in-house trading and risk models and would involve team management. The role would involve

- model reviews including pricing

- model risk analysis

We are looking for some one with an advanced mathematics or Masters in Financial Engineering degree. The person should be well versed with stochastic calculus and numerical techniques for derivatives pricing.

Apart from overseeing this team, your role will involve extensive liaising with the onshore teams to grow the existing team and bring in more work into India.