Senior Analyst/Manager/Associate Vice President - Model Validation (3-11 yrs)

Position Title: Sr. Analyst / Manager / AVP - Model Validation

Experience: Senior Analyst - (3-5 Years) / Manager - (5-8 Years) / AVP - (8-11 Years)

Location: Mumbai / Bangalore

Model Validation

- Quantitative modelling (model development or validation) in one or more of these topics:

- Market risk models

- Counterparty credit risk models

- Derivatives pricing models

- Good background in Math and Probability theory - applied to finance.

- Good knowledge of Data Science and Statistical inference techniques.

- Good programming level in Python (mandatory) or R or equivalent.

- Knowledge of stochastic calculus

- Good knowledge of simulation and numerical methods