January 3, 2024 AVP/ VP – Pricing Models Validation
We are hiring for a leading Financial organization based at Mumbai
Experience : 4-13 yrs in Quant/derivative pricing Model Validation/ Model review – For financial Services with good Python, SAS programming skills
Education : B.tech/ Masters / MBA in Economics, Mathematics, Statistics, Finance, Computer science
Role & Responsibilities :
– Performing independent validation of wide range of derivative pricing and risk models across asset classes like Equity, Fixed Income, Interest Rate, Credit Derivatives, OTC products, Swaps, etc
– Responsible for performing and documenting analysis and testing of EOD pricing Models, Market risk pricing models, counterparty credit risk pricing models, related finance models
– Responsiblefor end-to-end independent model review and validation engagements
– Making Model Validation Report documentation
– Perform technical analyses, data analyses, benchmarking, build challenger models (if needed) to support the validation review and challenge process
– Produce high quality model validation reports, with a particular focus on noting limitations, weaknesses and assumptions
– Validate, track, and monitor delivered projects. Produce robust documentation to ensure replicability of results