Description :

- Familiarity with pricing models of capital markets products including exotic derivatives and various risk management practices.

- The candidate should display a thorough knowledge of derivative instruments, pricing and valuation as well as risk profiles.

- Model implementations using regression methods, Monte Carlo simulation, tree method and PDE approaches.

- Knowledge of quantitative risk management models, stochastic calculus, statistics and numerical resolution methods.

- Knowledge of VBA, SAS, MatLab, R, Python, Eviews, C++ etc. will be an added advantage

- A CQF/CFA/FRM qualification would be an advantage.

Education :

BE, B.Tech, B. Statistcs or Masters degree in given.

Specialized Knowledge :

Model Validation.

Skill Set (Must) :

- Strong foundation in statistics, data science or quantitative finance.

- Good understanding of financial risks and regulatory expectations.

- Excellent analytical, communication, and documentation skills.

Skill Set (Desired) :

Technical Skill :

- Proficiency in Python, Advanced Excel including VBA, Power BI.

Professional Certificate (If Any) :

Experience Range :

- 5 - 8 yrs of Experience in model validation or development in the banking or financial services secto

Key Competencies :

- Attention to details

- Mathematical competence

- Problem solving

- Drive for results

- Verbal and written communication

- Business insight and risk awareness

- Research Competence