We're Hiring : FO Quant Model Development - Manager | Model Validation Quant - Pricing-
Join a leading - Regulatory & Financial Risk- team to design, validate, and enhance advanced pricing and risk models that power front-office decisions across global markets.
What You'll Do :
- Lead development and enhancement of pricing and risk models for derivatives and structured products
- Build and optimize production-grade C++ models and Python scripts for calibration, analytics, and automation
- Validate model performance, review methodologies, and ensure regulatory compliance (BCBS, ICAAP, etc.)
- Collaborate with trading, structuring, risk, and valuation control teams to deliver reliable quant libraries
- Support governance, performance monitoring, and documentation of model frameworks
What We're Looking For :
10+ years of hands-on experience in quantitative model development or validationStrong expertise in C++ and Python for model implementation and automationProven experience with derivatives, structured products, or quantitative pricing modelsDeep understanding of credit risk, valuation adjustments, and regulatory frameworksDegree in Mathematical Finance, Financial Engineering, Applied Mathematics, or Physics (MSc / PhD preferred)Experience in investment banking, financial risk, or consulting environmentsIf you're a seasoned quant professional ready to take on a leadership role in front-office model development and validation, we'd love to connect!
(ref : iimjobs.com)