AVP / VP - Pricing Risk Model Management

Role : AVP / VP – Model Risk Management (Pricing & Valuation Models)

Location : Gurugram

Work Mode : Hybrid

We are looking for a seasoned professional to join the Model Risk Management team, focusing on independent validation of pricing and valuation models across multiple asset classes. This is a critical leadership role requiring deep hands-on exposure to derivative pricing models and strong programming expertise.

Role Overview

In this role, you will :

• Validate pricing and valuation models used across asset classes such as Equities, FX, Energy, Electricity, and other bespoke / structured derivatives.
• Recreate and independently benchmark complex model calculations used for derivative pricing, capital assessment, and provisioning.
• Conduct end-to-end model reviews and present findings to senior management, model committees, auditors, and regulators.
• Ensure models are correctly integrated into trading and risk platforms, identifying gaps and influencing improvements.
• Contribute to global model validation activities across multiple regulatory jurisdictions.
• Lead and guide a small team (1–2 members), ensuring high-quality delivery and technical rigor.

What You Bring

Great leaders don't just validate models — they challenge assumptions and elevate the decisions built on them

Skills Required

Git, Shell Scripting, Linux, Vba, Sql, Unix, Python