Quant Model Risk Vice President
On-site · Mumbai, Maharashtra, India
Job Summary
Quant Model Risk Vice President to lead end-to-end model risk reviews across the Interest Rates team. Responsibilities include analyzing conceptual soundness of pricing models/engines, designing performance metrics, guiding model usage, mentoring junior members, and liaising with model developers and control groups. Requires senior-level experience in quantitative risk roles, advanced degrees in quantitative discipline, strong coding skills (C/C++/Python), and deep knowledge of option pricing and interest rates derivatives. Location: Mumbai, India; full-time, on-site.
Required Qualifications
- 7 years of experience in a FO or model risk quantitative role
- MSc, PhD or equivalent in a quantitative discipline
- Excellent communication skills (written and verbal)
- Good coding skills, e.g. in C/C++ or Python
- Good understanding of option pricing theory (quantitative models for pricing and hedging derivatives)
- Experience with interest rates derivatives (preferred)
Desired Qualifications
- Strong communication skills
- Experience with interest rates derivatives
- Proficiency in C/C++ or Python
- Experience in a FO or model risk quantitative role
- MSc, PhD or equivalent in a quantitative discipline
- Ability to manage and mentor junior members
- Inquisitive nature and issue escalation能力
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