Quant Model Risk Associate — Rates & Portfolio

Quant Blueprint LLC; Bengaluru; On-site; USD 150,000 - 200,000; Full time

Job summary

Quant Blueprint LLC is seeking a Quant Model Risk Vice President to manage model risk within the Interest Rates team. This role involves oversight of complex models related to valuation and risk management.

The ideal candidate has significant experience in model risk, expertise in quantitative disciplines, and strong communication skills. This position provides opportunities for mentoring junior team members and collaborating with various business areas.

Qualifications

• Significant experience in a FO or model risk quantitative role.
• Excellent communication skills (written and verbal).
• Inquisitive nature and ability to elevate issues.

Responsibilities

• Analyze conceptual soundness of complex pricing models.
• Provide guidance on model usage and act as first point of contact.
• Develop and implement alternative model benchmarks.

Skills

Model risk management

Probability theory

Statistics

Numerical analysis

C/C++ or Python coding

Option pricing theory

Education

MSc, PhD or equivalent in a quantitative discipline

Job description

Quant Blueprint LLC is seeking a Quant Model Risk Vice President to manage model risk within the Interest Rates team. This role involves oversight of complex models related to valuation and risk management.

The ideal candidate has significant experience in model risk, expertise in quantitative disciplines, and strong communication skills. This position provides opportunities for mentoring junior team members and collaborating with various business areas.