Executive Director – Model Review Group – Derivatives Pricing Model (

18 - 25 Years
Mumbai

Job Description

Derivatives Trading job opportunity with a Global Leader for a professional holding at least 18 years experience in evaluation of conceptual soundness; a critical assessment of the testing performed by model developers to support the integrity and accuracy of the model implementation and its fit-for-purpose; designing and conducting experiments to evaluate the models predictive power and its robustness to a range of market environments. Our esteemed client is looking for a dynamic to grow their career in Derivative Instruments for their clients. You will utilize your experience in Derivative Pricing, evaluation, and assessment to give out the accurate regulatory result. If this sounds exciting, apply with us!

LOCATION: Mumbai

YOUR  EMPLOYER
A leading, global firm with a distinguished clientele providing extensive financial and asset management services.

RESPONSIBILITIES

  • Engaging in model validation activities in the coverage area - evaluating conceptual soundness of the model specification
  • Communicate review needs and findings to FO quants, traders, Risk and Valuation Control Groups
  • Enhancing to existing models, extensions to the scope of existing models.
  • Guidance to Professionals on appropriate usage, controls around model restrictions & limitations, and findings for ongoing performance assessment & testing.

REQUIREMENTS
  • Prior experience in following backgrounds - Quantitative Model Development, Model Validation, Trading or Structuring, Market/Credit Risk Management
  • Excellence in probability theory, stochastic processes, partial differential equations, numerical analysis, option pricing theory (i.e. quantitative models for pricing and hedging derivatives)
  • Strong quantitative background based on a PhD or Masters Degree (or equivalent) in a quantitative discipline such as Math, Science, Economics, Engineering, Quantitative/Math Finance, etc.

WHATS IN FOR YOU
An opportunity to define, lead and coordinate the operations/function of the company.
Liaise extensively with stakeholders.

REACH US
If you think this role will add value to your career, kindly write me an email along with your updated CV on sahilbajaj@crescendogroup.in for a confidential discussion on the role.

DISCLAIMER
Crescendo Global is an ISO 9001:2015 certified, equal opportunity Leadership Hiring consulting firm. Crescendo Global consultants value diversity in the talent they identify for its Global and Fortune 500 clients. Crescendo Global does not discriminate on the basis of race, religion, color, origin, gender, sexual orientation, age, marital status, veteran status or disability status.

Salary: INR 50,00,000 - 70,00,000 P.A.

Industry:Banking / Financial Services / Broking

Functional Area:Accounts, Finance, Tax, Company Secretary, Audit

Role Category:Senior Management

Role:Head/VP/GM-CFO/Financial Controller

Employment Type:Permanent Job, Full Time

Keyskills

Desired Candidate Profile

Please refer to the Job description above

Company Profile

Crescendo Global Services

Crescendo global is a specialist leadership hiring company. In India, we are based out of Mumbai and Gurgaon. Here in India, we specialize for leadership hiring across 4 major functions i.e. Sales & Marketing, Analytics & digital, Finance & Operations And HR.
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Recruiter Name:raghav choudhary

Contact Company:Crescendo Global Services

Jobs at Crescendo

People

Raghav

Raghav Choudhary
Managing Director – India

Raghav is responsible for leading Crescendo Global, a strategic part of Crescendo Group International. Crescendo Global consultants across Mumbai and Gurgaon offices provide strategic support to their clients who are largely Fortune 500 firms looking for specialist talent in Niche domains across India.

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