Job opportunity in one of the leading Investment bank in Mumbai.

Role - Vice President - Rates Pricing Model Validation

Job Description-

1. 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.

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

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

4. 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.

5. Conducting research for establishing methodologies that estimate model risks.

Profile - 

1. 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.

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

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

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

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

Qualifications -

- You have deep understanding of Mathematical Finance and Risk

- You have prior experience with Risk, Quants and deep understanding of products across asset classes

- You generally understand the role of risk teams in the banking world in terms role of traders,

- You are a quant, Risk managers and Validation groups and Global regulatory landscape

- You have great quantitative skills, excellent in statistic and mathematics, good competence in programming

- You have the ability to talk about and communicate highly technical aspects

- You are graduate or post-graduate in engineering discipline or in pure mathematics

- You have work experience of 8-10 years in related areas.

If you find role suitable then please revert with your updated resume along with below mentioned details:

Current CTC -

Expected CTC -

Notice period -

Priya
Credence HR Services
Mobile: +91-7410044843

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