Manager | Model Validation Quant - Pricing | Delhi | Regulatory & Financial Risk

Qualifications/Skills RequiredBackground in mathematical finance with a masters degree in Financial Engineering or Quantitative Finance. Advanced degree like a PhD in a related field is a plus.Candidates with a strongacademicbackground but without a master's degree may also be considered.A bachelor's degree in Statistics, Mathematics, Physics, Computer Science or Engineering is essential.Relevant professional certifications like CQF, CFA, FRM or progress towards it are preferred.Experience in a Quant role in Validation and/or Development of models in a Financial institution and/or Consulting/Advisory firm.Experience in any of the following model types: Market Risk, Counterparty Credit Risk or Pricing is essential.Worked on multiple modelling methodologies across one or multiple asset classes including Rates, FX, Credit, Commodities, XVA etc.Background in derivative financewith basic understanding of stochastic calculus and numerical techniques for derivatives pricing (Monte Carlo / Finite Difference).Broad knowledge of market products (e.g. derivatives, structured and cash products, market making, hedging and security services.Strong written & verbal communication skills with ability to present to internal and external stakeholders.X`Proficient programmer in any of the languages such as Python, R, C++, SAS etc.Willingness to learn new and complex topics and adapt oneselfas per the client needs.