Product Control Model Validation –Associate: Manager / AVP (Job ID : PCMV2019041)

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.


Roles and Responsibilities :

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.


Domain Knowledge and Mindset Required :

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.