VP/Director - Quantitative Modeler - Credit Derivatives

Role: Quantitative Modeler (Credit Derivatives)

Location - India

Level - VP

The team is liable for developing models, market making algorithms and analysis for Global Business

Core responsibilities:

- Developing quantitative models for risk management and pricing for Derivatives.

- Explaining model behaviour

- Carrying out scenario analyses.

- Writing model documentation and Liaising with business functions.

- compliant with internal and regulatory standards

- Delivering quantitative tools.

Required qualifications:

- Bachelor's degree required in Maths, Statistics (Tier 1 Institute) or Financial Engineering (Tier 1 Institute) or CQF charter.

- Knowledge in modelling- valuation, investment management, forecasting, risk and capital

- Experience in model validation and or development is preferred

- Strong communication and interpersonal skills and Strong project management, organizational skills

- Strong software design and development skills, preferably with some C++ and Python knowledge and experience

- For VP level, team management experience is essential

Note- Looking for Returning Indian