Market Risk Quant

Job Title: Market Risk Analyst Location: Mumbai Type: Permanent Job Summary : We are seeking a highly motivated and detail-oriented individual with experience in model development/validation of bonds and derivatives pricing models. In this role, you will be responsible for development of the bonds and derivative pricing models using Python. Key Responsibilities:  · Development of pricing models for bonds and derivative products. ·ÂÂÂDocument the detailed model methodology including model assumptions, limitations, and weaknesses. ·ÂÂÂPerforming various testing to assess the performance of the pricing models developed. ·ÂÂÂCollaborate with various teams and other stakeholders to ensure model-related issues are appropriately addressed. Qualifications: Â·ÂÂÂ2 to 8 years of experience in model development/validation of bonds/derivatives pricing models. · ÂStrong knowledge of financial products, derivative pricing, and market risk models. · ÂStrong programming skills in Python is mandatory. ·ÂÂÂExcellent analytical and problem-solving skills, with a high attention to detail. ·ÂÂÂExcellent written and verbal communication skills.