Model Validation Senior Specialist - Derivative Pricing, AVP at Hiredas - Mumbai, Model Validation Senior Specialist - Derivative Pricing, AVP - Hiredas

Model Validation Senior Specialist - Derivative Pricing, AVP

Hiredas

Location: Mumbai, India

Category: Investment Banking, Private Equity & VC

Salary: 0 - 0 INR / yearly

Full-time


Job Description

The role involves independently reviewing and analyzing derivative models for pricing and risk management across Rates, FX, and Hybrids. The Quantitative Analyst will work closely with the pricing validation team in London and Berlin to produce, analyze, and document validation testing.

Responsibilities

- Review and analyze derivative models for pricing and risk management

- Produce, analyze, and document validation testing

- Discuss outcomes with key model stakeholders

Qualifications

- Academic degree in a quantitative discipline

- Strong mathematical ability

- Experience coding in Python

- Excellent communication skills

Perks & Benefits

- Training and development opportunities

- Coaching and support from experts

- Culture of continuous learning

- Range of flexible benefits