Avp - Model Risk Management/Pricing Models - Financial Firm (4-6 Yrs)

AVP - Model Risk Management (Pricing Models)

We are hiring for a leading Financial organization based at Mumbai
Position :
Experience : 3.5-6 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