Quant Model Risk Associate: Portfolio Valuation & Risk

Quant Blueprint LLC; Bengaluru; On-site; USD 130,000 - 180,000; Full time

Job summary

Quant Blueprint LLC is searching for a Quant Model Risk Vice President to join their Interest Rates team in the United States. This role involves assessing model risks associated with complex pricing models, including valuation and risk measurement. You will also manage junior team members and collaborate with various business units.

Ideal candidates will have extensive experience in quantitative disciplines, excellent communication skills, and proficiency in programming languages such as C/C++ or Python.

Qualifications

• Significant experience in a front-office or model risk quantitative role.
• Excellence in probability theory and statistics.
• Excellent communication skills (written and verbal).

Responsibilities

• Carry out model reviews on complex pricing models.
• Liaise with model developers and risk groups.
• Evaluate model performance regularly.
• Manage and develop junior team members.

Skills

Probability theory

Stochastic processes

Statistics

Partial differential equations

Numerical analysis

C/C++

Python

Option pricing theory

Excellent communication skills

Education

MSc, PhD or equivalent in a quantitative discipline

Job description

Quant Blueprint LLC is searching for a Quant Model Risk Vice President to join their Interest Rates team in the United States. This role involves assessing model risks associated with complex pricing models, including valuation and risk measurement. You will also manage junior team members and collaborate with various business units.

Ideal candidates will have extensive experience in quantitative disciplines, excellent communication skills, and proficiency in programming languages such as C/C++ or Python.