Derivative Pricing and Market Risk Model Validator 

Position: Derivative Pricing and Market Risk Model Validator Experience: 6-9 years of experience in model validation/ model development (MFE/CQF/MBA preferred).This role requires strong quantitative and practical experience in model development or validation in any of the areas below🔸 Treasury Pricing ModelsCurve bootstrapping and Volatility surface constructionPricing and validation of vanilla & exotic IR/FX products (Local Vol, Vanna-Volga, Hull-White 1F, etc.)🔸 Market Risk ModelsHistorical Simulation VaRPFE (factor-based or Monte Carlo)Stress testing and backtesting frameworks🔸 ALM Risk ModelsIRRBB and behavioural models (NMD, prepayment, early redemption)Role Overview:- Independently lead model validation projects and guide junior team members- Perform pre-deployment validation, model monitoring, and performance testing- Support model risk quantification, governance, and inventory management- Develop and benchmark challenger models and ensure comprehensive documentation.- Conducting in-depth scenario analysis and sensitivity testing for model robustness. - Collaborating with cross-functional teams to enhance model performance and accuracy. - Preparing and presenting detailed reports on model validation findings to senior management.We’re seeking professionals with a strong quantitative foundation (MBA/PGDM Finance, Engineering, Mathematics, or similar) and hands-on experience in pricing, market risk, or ALM model validation/development. Proficiency in Python/R is desirable.