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Model Validation Senior Specialist- Derivative Pricing, AVP

2 - 4 years

35 - 40 Lacs

Mumbai

Posted:2 months ago| Platform: Naukri logo

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Skills Required

Front office model validation Excel Financial markets Coding Market risk Banking Training and Development Risk management Python

Work Mode

Work from Office

Job Type

Full Time

Job Description

The role is to independently review and analyse derivative models for pricing and risk management across Rates, FX and Hybrids. The role as a Quantitative Analyst in Mumbai will work closely with the pricing validation team in London and Berlin to produce, analyse and document validation testing. Reviews and analysis require a good understanding of the mathematical models used, implementation methods, products traded in these markets, and the associated risks. The outcome of review and analysis and independent implementation will form the basis of discussion with key model stakeholders including Front Office Trading; Front Office Quants; Market Risk Managers; and Finance Controllers. Your skills and experience Excellent mathematical ability with an understanding of Stochastic Calculus, Partial Differential Equations, Monte-Carlo Methods, Finite Difference Methods, and Numerical Algorithms. Strong interest in financial markets (especially derivative pricing) demonstrated by qualifications and/or experience. Experience coding in a high level language primarily Python. Excellent communication skills - both written and oral. Education/Qualifications Academic degree in a quantitative discipline (e.g. Mathematical Finance / Statistics, Maths, Physics, Engineering) with a focus on application. How we ll support you Training and development to help you excel in your career Coaching and support from experts in your team A culture of continuous learning to aid progression A range of flexible benefits that you can tailor to suit your needs

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DWS Investment
DWS Investment
www.dwsgroup.be

IT Services and IT Consulting

Mechelen Antwerpen

2-10 Employees

448 Jobs

    Key People

  • Asoka Wöhrmann

    CEO

  • Stefan Hoops

    Head of DWS

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