3 Derivatives Pricing Jobs

SFD Strats play a critical role in deal structuring, pricing, execution and risk management. This is a highly visible platform to put quantitative skills and knowledge in use to make a direct impact on business growth. You will gain familiarity with different asset classes & risk factors while working on various trades and projects and build a broad foundation of product knowledge. Responsibilities Improve existing pricing models and create new ones for structured products. Understand transaction risks and analyse drivers of profits and losses. Provide analysis for new transactions. Drive commercial outcomes using data. Improve existing and create new models for the pricing and analysis of derivatives Identify, curate, and integrate new structured and unstructured datasets into models. Build end to end solutions from data collection to automated actions. Who We Look For Strong quantitative and coding skills with desire to develop commercial mindset Solid work ethics, team oriented, high levels of motivation. Ability to work in fast-paced environment and time-sensitive situations. Effective communication skills in verbal and writing to both technical and business audience. Basic Qualifications Excellent academic record in a relevant quantitative field such as Mathematics, Physics, Engineering or Computer Science. Experience in object-oriented programming with a language such as C++, Java or Python. Knowledge of Stochastic calculus and derivatives pricing, or Machine Learning background Knowledge of credit market and products, interest rates, FX, or risk management is preferred.

Role Overview: We are seeking an expert instructor to demystify the intricacies of financial markets, products, risk management, and the regulatory environment. This role requires comprehensive knowledge of financial instruments, market dynamics, valuation models, risk assessment methodologies, and global financial regulations. You will prepare students to navigate and contribute to the complex world of modern finance. Key Responsibilities: Deliver live, highly interactive online classes covering a broad range of financial topics, including market microstructure, derivatives pricing, portfolio analytics, and risk management frameworks. Explain complex concepts such as Black-Scholes, structured products, VaR calculations, credit risk modeling, and regulatory compliance (e.g., Basel III, Dodd-Frank) with practical insights and real-world examples. Guide students through case studies, valuation exercises, and risk assessment scenarios, enhancing their applied understanding. Foster a highly disciplined and engaging learning environment, providing constructive feedback and expertly answering student queries. Core Curriculum Expertise Required: Financial Theory & Core Markets: Asset pricing models, portfolio theory, derivatives, market microstructure, Modern Portfolio Theory, Black-Litterman model, factor models, equity valuation, fixed income analytics, alternative investments, order management systems, execution algorithms, market data feeds, Game Theory (auction theory, strategic trading, optimal stopping). Derivatives & Financial Engineering: Black-Scholes model, exotic options, interest rate derivatives, structured products, credit derivatives, commodity derivatives, Hull-White model, Black-Karasinski model, LIBOR Market Model, local volatility models, stochastic volatility models, jump-diffusion models, payoff design, risk-return optimization, calibration techniques. Risk Management & Portfolio Analytics: Value-at-Risk (VaR), Expected Shortfall, RAROC, economic capital, stress testing, credit risk modeling (PD, LGD, EAD), operational risk, Fama-French factors, momentum, quality, value factors, attribution analysis, benchmarking, alpha/beta decomposition. Research Methods & Regulatory Compliance: Backtesting methodologies, bias detection, statistical significance testing (application in financial research), Basel III, Solvency II, Dodd-Frank, MiFID II, product approval processes, capital requirements, investor protection. Qualifications: Educational Background: Bachelor's, Master's, or PhD in Quantitative Finance, Financial Engineering, Economics, Business Administration (with a strong finance focus), or a closely related field. Relevant certifications (CFA, FRM) are highly valued. Experience: Proven experience in roles such as Quantitative Analyst (Buy/Sell-Side), Financial Engineer, Risk Manager (Quantitative), Algorithmic Trader, or a similar position within investment banks, hedge funds, asset managers, or regulatory bodies. We also consider freshers with exceptional academic records and demonstrable project experience in these domains. Domain Expertise: Possess an extremely strong and expert-level understanding of financial markets, complex financial products, risk management methodologies, and the regulatory landscape. Exceptional Communication Skills: Superior ability to articulate complex financial concepts, market dynamics, and regulatory requirements clearly and engagingly in a live online setting. High Discipline & Work Ethic: Demonstrated ability to maintain a rigorous teaching schedule, prepare thoroughly, and foster a disciplined learning environment. Technical Proficiency: Highly tech-savvy with experience in online teaching tools, virtual whiteboards, and relevant financial software/platforms (e.g., Bloomberg Terminal, FactSet, quantitative libraries). Mandatory Requirement (Crucial for Application): A strong background in Finance or Trading , especially with Algorithmic Trading or broader Quant experience , is a mandatory requirement for all applicants. This ensures practical relevance and industry context. Application Requirement: To assess your teaching prowess and technical communication skills, all applicants must submit a sample teaching video of at least 30 minutes on any topic within Financial Markets, Products, Risk & Regulation that you are highly proficient in (e.g., explaining exotic option pricing, demonstrating VaR calculation, or detailing a regulatory framework). This video should clearly demonstrate your ability to explain complex concepts, engage an audience, and showcase your depth of expertise, hard work, and disciplined approach to teaching.

Dear Candidate, We are hiring for the position of Sr Analyst / Manager / AVP Model Development and Model Validation. Kindly find below details for the same Organization- MNC Bank Global Shared Services Location : Bengaluru Designation- Sr Analyst Manager - AVP Experience - 3- 5 yrs- 5-8 yrs 8-12 yrs Model Development - experience in pricing models Previous experience in exposure models Experience in SIMM model Experience in economic capital Understanding of financial markets and products including derivatives ,Knowledge of principles of derivatives pricing, Knowledge of stochastic calculus, Familiarity with Python, R, Excel and VBA Model Validation - At least a first relevant experience in quantitative modelling (model development or validation) in one or more of these topics: Market risk models, Counterparty credit risk models, Derivatives pricing models Please share your CV on shreya.p@hipotz.com