Quantitative Risk Analyst

AVP- Pricing Models Validation (Quantitative Analytics)We are hiring for a leading Financial organization based at MumbaiPosition :Experience : 4-6 yrs in Quant/derivativeprocing Model Validation/ Model review - For financial Services with good Python, SAS programming skillsEducation : B.tech/ Masters / MBA in Economics, Mathematics, Statistics, Finance, Computer scienceRole & 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