36 Derivatives Pricing Jobs

Join us as an Assistant Vice President - QA - Counterparty Credit Risk at Barclays Quantitative Analytics Team where you'll spearhead the evolution of our digital landscape, driving innovation and excellence. You'll harness cutting-edge technology to revolutionize our digital offerings, ensuring unapparelled customer experiences. You will be responsible for developing best in class credit risk models using industry leading model development frameworks & methodologies, work in a global quant team, with regulators across the world and cutting-edge technology. To be successful as an Assistant Vice President - QA - Counterparty Credit Risk ,you should have experience with: You must have knowledg...

In this role at KPMG in India, you will be responsible for market risk, risk modeling, and model validation. Your key responsibilities will include: - Assessing the conceptual soundness and methodology of models. - Developing tests to evaluate model methodology and assumptions. - Working with Market Risk Models such as Value at Risk, Expected Shortfall, and Pricing of various derivatives. - Reviewing pricing models based on simulations or path dependent models. - Producing high quality model validation reports, focusing on limitations, weaknesses, and assumptions. - Understanding regulations and guidelines for model risk management. - Conducting independent testing to ensure model robustness...

In this role, you will be responsible for validating financial models, including pricing and risk models owned by Markets and Treasury. This involves validating both internally developed models and those developed by external parties before and after implementation into a technology asset. You will also be involved in the revalidation of all Markets and Treasury models on a periodic basis. Your key responsibilities will include producing accurate market risk and credit risk exposures for traded and non-traded products, ensuring timely escalation of risk appetite breaches, material risks, loss events, and deviations from the Model Risk Policy/Framework to relevant Domain-aligned teams. Additi...

Role Overview: As a Risk Platform Developer, your primary responsibility is to develop a comprehensive understanding of business requirements related to market and credit risk calculations for integration into the strategic risk platform. You will engage with key stakeholders to gather and document these requirements effectively. Collaborating with business representatives and product leads, you will work towards devising optimal system solutions that align with the identified business needs. Enhancing data visualization, dashboard, and reporting capabilities will also be a crucial part of your role. Key Responsibilities: - Play a pivotal role in prioritizing and breaking down system deliver...

As an Associate Equity Structuring, your role will involve working in close tandem with global trading desks facing dynamic markets and aggressive deadlines. Your key responsibilities will include: - Pricing FX / Rates OTC derivative structured products - Understanding and implementing state-of-the-art pricing models in variable scenarios - Working in close collaboration with global teams to help develop and validate pricing models for the new business - Conducting pre-trade modelling, strategy selection, monitoring, and performance analysis - Integrating with trading systems and execution channels - Suggesting and actualizing innovative product designs and trading ideas - Risk modelling opt...

As an Assistant Vice President - QA - Counterparty Credit Risk at Barclays Quantitative Analytics Team, you will play a crucial role in advancing the digital landscape, fostering innovation, and ensuring top-notch customer experiences. Your responsibilities will include developing cutting-edge credit risk models, collaborating with a global quant team and regulators worldwide, and utilizing state-of-the-art technology. **Key Responsibilities:** - Develop best in class credit risk models using industry leading frameworks & methodologies - Collaborate with global quant team and regulators across the world - Utilize cutting-edge technology to enhance digital offerings - Work on Exposure / Colla...

Join us as an Assistant Vice President - QA - Counterparty Credit Risk at Barclays Quantitative Analytics Team where you'll spearhead the evolution of our digital landscape, driving innovation and excellence. You'll harness cutting-edge technology to revolutionize our digital offerings, ensuring unapparelled customer experiences. You will be responsible for developing best in class credit risk models using industry leading model development frameworks & methodologies, work in a global quant team, with regulators across the world and cutting-edge technology. To be successful as an Assistant Vice President - QA - Counterparty Credit Risk ,you should have experience with: You must have knowledg...

Role Overview: You will be joining the Valuation Control (VC) Strats team as a Group Strategic Analytics Quantitative Strategist at the AVP level in Mumbai, India. Your primary responsibility will be to support the bank's Valuation Control function by ensuring correct fair value reporting, appropriate reserving, and regulatory capital calculation for the bank's financial instruments. You will collaborate with Valuation managers and FO Quant globally to enhance valuation processes and methodologies. Your role will involve understanding Independent Pricing Verification, Reserves & Prudent valuation processes and implementing solutions in Python programming language. Additionally, you will be r...

As an AVP Quantitative Analytics CCR Modeler at Barclays Quantitative Analytics Team, you will play a pivotal role in evolving the digital landscape, driving innovation, and ensuring unparalleled customer experiences. Your responsibilities will include developing best-in-class credit risk models using industry-leading frameworks and methodologies. You will collaborate with a global quant team, regulators worldwide, and cutting-edge technology. Your success in this role will be assessed based on key critical skills such as end-to-end model development experience and proficiency in coding languages like Python, R, or C++. To excel as an AVP Quantitative Analytics CCR Modeler, you should have k...

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...

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 ...

Chapter Lead CBA India Quants chapter - Quantitative Solutions Group Institutional Banking & Markets (IB&M) is responsible for managing the Group's relationships with major corporate and government clients and institutional investors, and provides a full range of capital raising, transactional and risk management products and services. See yourself in our team You will be part of a highly driven Quantitative Solutions team providing analytical solutions to the public side of IB&M. We aim to develop scalable and industrialised infrastructure that will change the way we work by eliminating risks, providing new insights, increasing our service quality, and creating capacity. This will enable th...

Mizuho Global Services Pvt Ltd (MGS) is a subsidiary company of Mizuho Bank, Ltd, which is one of the largest banks or so called Mega Banks of Japan. MGS was established in the year 2020 as part of Mizuho's long-term strategy of creating a captive global processing centre for remotely handling banking and IT related operations of Mizuho Bank's domestic and overseas offices and Mizuho's group companies across the globe. At Mizuho we are committed to a culture that is driven by ethical values and supports diversity in all its forms for its talent pool. Direction of MGS's development is paved by its three key pillars, which are Mutual Respect, Discipline and Transparency, which are set as the b...

As a Quantitative Research, Commodities Associate/ Vice President at J.P. Morgan, you will play a crucial role in partnering with traders, technology, and risk managers to contribute to valuation and risk management, portfolio optimization, and applying appropriate financial risk controls across all products and regions. J.P. Morgan's Global Quants Group in Mumbai is a fast-growing team covering multiple asset classes across geographies, providing essential knowledge for Investment Banking, Structuring, Sales & Trading, and Research businesses globally. **Key Responsibilities:** - Develop and improve derivative pricing models for Commodities - Research and implement data-driven statistical m...

Position Overview Job Title: Risk Reporting Analyst Location: Pune, India Role Description Market Valuation and Risk Management (MVRM) is responsible for managing market risk and ensuring fair value assessment of Books & Records within Deutsche Bank. The primary market risk objective is to ensure that business units of the bank optimize the risk-reward relationship and do not expose it to unacceptable losses. We work closely with risk takers, risk managers and control and support groups in the process to ensure these objectives can be met. Market Data Strategy and Analytics (MDSA) is a function within MVRM that is responsible and accountable for the procurement, analysis and governance of hi...

Role Overview: You will be responsible for validating all financial models, including pricing and risk models owned by Markets and Treasury. This includes validating models developed internally or by an external party prior to implementation and post implementation into a technology asset. Additionally, you will revalidate all Markets and Treasury models on a periodic basis. Your role will also involve producing accurate market risk and credit risk exposures for traded and non-traded products. It is crucial to ensure that prospective risk appetite breaches, material risks, loss events, and deviations from the Model Risk Policy/Framework are known to relevant Domain-aligned teams and escalate...

As a professional at KPMG in India, you will be part of a team that offers services to national and international clients across various sectors. Your role will involve: - Proven experience in market risk, risk modeling, or model validation. - Assessing the conceptual soundness and methodology of models. - Developing tests to evaluate model methodology and assumptions. - Reviewing pricing models based on simulations or path dependent models. - Producing high-quality model validation reports, focusing on limitations, weaknesses, and assumptions. - Strong understanding of regulations and guidelines like SR 11-7 for model risk management. - Performing independent testing to ensure model robustn...

As a Risk Platform Developer, your primary responsibility is to develop a comprehensive understanding of business requirements related to market and credit risk calculations for integration into the strategic risk platform. You will engage with key stakeholders to gather and document these requirements effectively. Collaborating with business representatives and product leads, you will work towards devising optimal system solutions that align with the identified business needs. Enhancing data visualization, dashboard, and reporting capabilities will also be a crucial part of your role. - Develop a comprehensive understanding of business requirements related to market and credit risk calculat...

Mizuho Global Services Pvt Ltd (MGS) is a subsidiary of Mizuho Bank, Ltd, a prominent Japanese bank. MGS was established in 2020 to serve as a global processing center for handling banking and IT operations for Mizuho Bank's domestic and overseas offices and group companies worldwide. At MGS, we prioritize a culture based on ethical values, diversity, and the pillars of Mutual Respect, Discipline, and Transparency, which form the foundation of all our processes. As a Quantitative Risk Analyst at Mizuho Global Services, you will be part of our Risk Analytics team based in Chennai. We are looking for a talented individual with a solid understanding of financial products, experience in banking ...

At EY, we are committed to shaping your future with confidence by providing opportunities to succeed in a globally connected powerhouse of diverse teams. We offer the support, inclusive culture, and technology to help you build a career as unique as you are. Join us at EY and contribute to building a better working world for all. As a Senior Manager in the Risk Consulting - MENA FS Risk Market Risk division at EY, you will be part of a dynamic team that delivers tailored risk solutions to help clients manage a range of financial and regulatory risks. This includes market, credit, operational, and regulatory risks that arise from various financial activities. We are looking for collaborative ...

Mizuho Global Services Pvt Ltd (MGS) is a subsidiary company of Mizuho Bank, Ltd, which is one of the largest banks or so called Mega Banks of Japan. MGS was established in the year 2020 as part of Mizuho&aposs long-term strategy of creating a captive global processing centre for remotely handling banking and IT related operations of Mizuho Banks domestic and overseas offices and Mizuhos group companies across the globe. At Mizuho we are committed to a culture that is driven by ethical values and supports diversity in all its forms for its talent pool. Direction of MGSs development is paved by its three key pillars, which are Mutual Respect, Discipline and Transparency, which are set as the ...

Job Description Are you looking for an exciting opportunity to join a dynamic and growing team in a fast paced and challenging area This is a unique opportunity for you to work in our team to partner with the Business to provide a comprehensive view. This position is a Dev/Algo Quant profile as part of the QR SI team that develops sophisticated mathematical pricing models and cutting-edge methodologies to design, value and build algorithmic trading strategies and their respective hedges. The QR SI team uses financial engineering, data analytics, statistical modeling, and portfolio optimization techniques to build Investable (tradable) Indices for use in financial products. As a global team, ...

At EY, you will have the opportunity to shape a career that is as unique as you are. With our global reach, supportive environment, inclusive culture, and cutting-edge technology, you will have the resources to become the best version of yourself. Your distinctive voice and perspective are valued as we look to improve and excel as a firm. Join us in creating an exceptional experience for yourself and contribute to building a better working world for all. As a Senior Consultant in the Market Risk team within EY's Financial Services Office (FSO), you will be part of a specialized unit that offers a wide array of services tailored to the financial industry. The FSO practice delivers comprehensi...

Are you looking for an exciting opportunity to join a dynamic and growing team in a fast paced and challenging area This is a unique opportunity for you to work in our team to partner with the Business to provide a comprehensive view. This position is a Dev/Algo Quant profile as part of the QR SI team that develops sophisticated mathematical pricing models and cutting-edge methodologies to design, value and build algorithmic trading strategies and their respective hedges. The QR SI team uses financial engineering, data analytics, statistical modeling, and portfolio optimization techniques to build Investable (tradable) Indices for use in financial products. As a global team, we partner with ...

Risk Reporting Analyst Position Overview Job Title: Risk Reporting Analyst Location: Pune, India Role Description Market Valuation and Risk Management (MVRM) is responsible for managing market risk and ensuring fair value assessment of Books & Records within Deutsche Bank. The primary market risk objective is to ensure that business units of the bank optimize the risk-reward relationship and do not expose it to unacceptable losses. We work closely with risk takers, risk managers and control and support groups in the process to ensure these objectives can be met. Market Data Strategy and Analytics (MDSA) is a function within MVRM that is responsible and accountable for the procurement, analys...