23 Derivative Pricing Jobs

Role Title Core Strat Quantitative Platform Engineer About the Role:- The Core Strat will be a member of Arrows Quantitative Strategies Team, reporting to the Lead Strat. The Core Strat will be responsible for building and evolving the backbone of Arrows analytics and risk infrastructure for Structured Investments and other defined outcome products. The Core Strat’s mandate is to develop, enhance, and constantly improve Arrow’s quantitative platform. This includes unifying structured products, market data, and pricing models into a single system, and ensuring that new products and risk methodologies can be modeled, tested, and deployed rapidly and reliably. By bridging infrastructure enginee...

Role Overview: As the Pricing Model Validation Lead - VP at Deutsche Bank in Mumbai, India, your primary responsibility will be to independently review and analyze derivative pricing models across Rates, FX, and Hybrids. You will collaborate with the pricing validation teams in London and Berlin to conduct validation testing, analyze mathematical models, and assess associated risks. Your role will involve engaging with key stakeholders such as Front Office Trading, Front Office Quants, Market Risk Managers, and Finance Controllers to discuss the outcomes of your reviews and analyses. Additionally, you will be responsible for managing team members, ensuring their knowledge, training, and comm...

Role Overview: At EY, you will have the opportunity to build a unique career with global support, inclusive culture, and cutting-edge technology to help you become the best version of yourself. Your unique voice and perspective will be valued in contributing to EY's continuous improvement. Join EY to create an exceptional experience for yourself and contribute to building a better working world for all. Key Responsibilities: - Demonstrate deep technical capability and industry knowledge of financial products - Act as a technical lead and subject matter expert in areas such as Model Risk Management, model development/validation, statistical and numerical techniques, mathematical concepts, and...

Senior Analyst Complex Securities As part of our EY-Valuations team, you will help clients understand the value of their business, securities, intellectual property, capital equipment, intangibles and other assets. The group is comprised of several key areas, including business valuation, business modelling, capital equipment and complex securities The opportunity We are looking for Assistant Managers with expertise in Quantitative Finance and Complex Securities Valuation to join EY-VME (Valuation, Modelling and Economics). This is a fantastic opportunity to be part of a prominent firm and develop your career through a broad scope of engagements, mentoring, and learning & development Your ke...

Role Overview: Evalueserve is a global leader in providing innovative solutions to clients worldwide, including Fortune 500 companies. With a team of over 4,500 professionals in multiple countries, we focus on leveraging technology and expertise to enhance business impact and decision-making. The Risk and Quant Solutions (RQS) practice at Evalueserve is rapidly growing, addressing financial challenges with proven technology solutions. Key Responsibilities: - Review and validate derivative pricing and risk models across asset classes. - Develop and validate risk modelling frameworks for market risk and counterparty credit risk. - Implement benchmark models and methodologies using programming ...

Role Overview: At EY, you will have the opportunity to shape a career unique to your individuality, supported by a global network, inclusive culture, and cutting-edge technology to empower you to reach your full potential. Your distinctive voice and perspective are vital in contributing to EY's continuous improvement. Join us to craft an exceptional journey for yourself and contribute to creating a better working world for all. Key Responsibilities: - Demonstrate expertise in financial products and technical proficiency in areas such as Model Risk Management, statistical and numerical techniques, mathematical concepts, and derivative pricing across various asset classes. - Provide strategic ...

Role Overview: At EY, you have the opportunity to build a unique career with the support of a global scale, inclusive culture, and advanced technology to become the best version of yourself. Your unique voice and perspective are valued to help EY improve. Join EY to create an exceptional experience for yourself and contribute to building a better working world for all. Key Responsibilities: - Demonstrate deep technical capability and industry knowledge of financial products - Be the technical lead and subject matter expert in areas such as: - Model Risk Management/model development/validation knowledge in market risk (VaR, Stressed VaR, Expected Shortfall, etc.) and/or counterparty credit ri...

Organization: At CommBank, we never lose sight of the role we play in other people's financial wellbeing. Our focus is to help people and businesses move forward to progress. To make the right financial decisions and achieve their dreams, targets, and aspirations. Regardless of where you work within our organisation, your initiative, talent, ideas, and energy all contribute to the impact that we can make with our work. Together we can achieve great things. Job Title: Chapter Lead CBA India Quants chapter - Quantitative Solutions Group Location: Bengaluru - Manyata Tech Park Business & Team: You will be part of a highly driven Quantitative Solutions team providing analytical solutions to the ...

Role Overview: Model Validation Analyst - Derivative Pricing position at Deutsche Bank in Mumbai, India involves actively managing model risk globally, including performing independent model validation, identifying model risks proactively, recommending model risk appetite, managing and mitigating model risks effectively, establishing model risk metrics, and designing a strong model risk management and governance framework. The Pricing Model Validation team is responsible for independently reviewing and analyzing derivative pricing models used for valuation and pricing across the bank. Key Responsibilities: - Independently review and analyze derivative models for pricing and risk management a...

Quantitative development to implement and optimize algorithms for asset pricing, risk management, and trading strategies and migrate analytics from c++ to Python Writes secure and high-quality code using Python or C++ with limited guidance Required Candidate profile 5+ years of Python, C++ Quantitative finance background with strong experience in bonds Experience with calculating Risk or Pricing of asset classes

Role Overview: Risk Engineering at Goldman Sachs is a crucial part of the risk management framework, responsible for providing analytical solutions, data-driven insights, robust metrics, and effective technologies for risk management. As a member of the GSRisk group in Risk Engineering, you will be part of a multidisciplinary team of quantitative experts focused on building the next generation of Risk pricing and analytics platform. Your role will involve designing, implementing, and maintaining the risk platform, performing quantitative analysis on large datasets, liaising with multiple groups within the firm, and mentoring junior professionals within the division. Key Responsibilities: - D...

Quantitative development to implement and optimize algorithms for asset pricing, risk management, and trading strategies and migrate analytics from c++ to Python Writes secure and high-quality code using Python or C++ with limited guidance Required Candidate profile 3+ years of Python, C++ Quantitative finance background with strong experience in bonds Experience with calculating Risk or Pricing of asset classes

As a professional services firm affiliated with KPMG International Limited, KPMG entities in India have been providing services to national and international clients across various sectors since August 1993. With offices spread across multiple cities in India, including Ahmedabad, Bengaluru, Mumbai, and more, we strive to offer dynamic, performance-based services that leverage our global network and local expertise. In this role, you will: - Have prior experience in model development, validation, or monitoring with GSIBs or Indian Banks. - Demonstrate a good understanding of Market Risk Model Development methodologies and FRTB Quants. - Assist in preparing detailed quantitative analysis repo...

Quantitative development to implement and optimize algorithms for asset pricing, risk management, and trading strategies and migrate analytics from c++ to Python Writes secure and high-quality code using Python or C++ with limited guidance Required Candidate profile 3+ years of Python, C++ Quantitative finance background with strong experience in bonds Experience with calculating Risk or Pricing of asset classes

About The Opportunity Job Type: Permanent Application Deadline: 30 September 2025 Job Description Title Head of Risk & Attribution Operations Department Asset Management CAO Team Location Bangalore Reports To Global Head of Performance and Attribution Level Associate Director About Fidelity International Fidelity International offers investment solutions and services and retirement expertise to more than 2.5 million customers globally. As a privately held, purpose-driven company with a 50-year heritage, we think generationally and invest for the long term. Operating in more than 25 locations and with $611.4 billion in total assets, our clients range from central banks, sovereign wealth funds...

Quantitative development to implement and optimize algorithms for asset pricing, risk management, and trading strategies and migrate analytics from c++ to Python Writes secure and high-quality code using Python or C++ with limited guidance Required Candidate profile 3+ years of Python, C++ Quantitative finance background with strong experience in bonds Experience with calculating Risk or Pricing of asset classes

About the Opportunity Job Type: Permanent Application Deadline: 30 September 2025 Job Description Title Head of Risk & Attribution Operations Department Asset Management CAO Team Location Bangalore Reports To Global Head of Performance and Attribution Level Associate Director Our Workplace & Personal Financial Health business provides individuals, advisers and employers with access to world-class investment choices, third-party solutions, administration services and pension guidance. Together with our Investment Solutions & Services business, we invest $471 billion on behalf of our clients. By combining our asset management expertise with our solutions for workplace and personal investing, w...

The Pricing Model Validation team is looking for a Model Validation Lead- Derivative Pricing VP to join their team in Mumbai, India. As a part of Model Risk Management, your mission will be to actively manage model risk globally in line with the bank's risk appetite. This includes performing independent model validation, identifying model risks proactively, recommending model risk appetite, managing and mitigating model risks effectively, establishing model risk metrics, and designing a strong model risk management and governance framework. Your key responsibilities will involve independently reviewing and analyzing derivative models for pricing and risk management across Rates, FX, and Hybr...

At EY, you have the opportunity to shape a career that aligns with your unique qualities, supported by a global platform, inclusive environment, and cutting-edge technology to empower you to excel. Your distinctive voice and perspective are valued contributions towards enhancing EY's continuous evolution. Join us in crafting a remarkable journey for yourself and contributing to a more progressive working world for all. As a Senior Manager in EY's Financial Services Office (FSO), you will be an integral part of a specialized unit offering a comprehensive range of services tailored to the financial sector. Leveraging deep industry knowledge and functional expertise, the FSO practice delivers a...

This associate role within CRA Powai will be focusing on carrying out counterparty risk model development and performance review tasksfor various Nomura group legal entities including US and EMEA regions. Provide analysis and consultation on credit risk quantification. Work closely with global development teams on implementation of models and systems Work on various regulatory requirements including Back testing, Model Performance reviews, Calibration, User Acceptance Testing, Documentation of models, etc. Implement risk models into strategic risk system (this includes developing methodology, building prototype, writing technical business requirement document, performing model testing, ensur...

Quantitative development to implement and optimize algorithms for asset pricing, risk management, and trading strategies and migrate analytics from c++ to Python Writes secure and high-quality code using Python or C++ with limited guidance Required Candidate profile 3+ years of Python, C++ Quantitative finance background with strong experience in bonds Experience with calculating Risk or Pricing of asset classes

Quantitative development to implement and optimize algorithms for asset pricing, risk management, and trading strategies and migrate analytics from c++ to Python Writes secure and high-quality code using Python or C++ with limited guidance Required Candidate profile 3+ years of Python, C++ Quantitative finance background with strong experience in bonds Experience with calculating Risk or Pricing of asset classes

Quantitative development to implement and optimize algorithms for asset pricing, risk management, and trading strategies and migrate analytics from c++ to Python Writes secure and high-quality code using Python or C++ with limited guidance Required Candidate profile 3+ years of Python, C++ Quantitative finance background with strong experience in bonds Experience with calculating Risk or Pricing of asset classes