Applications are invited for the positions of "Product Control Model Validation –Associate- Manager / AVP" in a leading MNC Investment Bank.
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Qualifications and Position Specifications:
- Grad/PostGrad in a quantitative field.
- Job Title - Associate: Manager/AVP.
- Experience: 5-8 years.
- Review Product Control Valuation models - Ensure that the model meets its stated objective and intended use.
- Prior Independent Price Verification (IPV) and/or Model validation experience.
- Ability to identify the Model Risks and rate them appropriately.
- Preparation of model review documentation.
- Familiarity of Front office Pricing and Risk methods.
- Ability to communicate with key stakeholders and senior management.
- Ability to work effectively on multiple projects / across product classes.
- Basic understanding of derivatives pricing.
- Competency in one or more major programming languages (C++, python) required (at the very least exposure to procedural programming).
- Advance working knowledge of MS Excel and VBA.
- Attention to detail.
- Good written communication in English.
Roles and Responsibilities :
Domain Knowledge and Mindset Required :