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Tier-1 bank brand and metro Hyderabad increase applicant density despite niche quantitative specialization.
High because role requires domain-specific derivative pricing, model validation, and regulatory experience.
High due to explicit 7+ quant years, 3+ leadership years, and specialized derivative model-risk requirements.
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Lead and manage the WFIP Derivative Pricing Model Risk Management Team overseeing derivative pricing models lifecycle including identification, risk assessment, validation, monitoring, and governance.
Develop and implement strategies to improve model risk management processes through AI, automation, and standardization while managing global resources and projects.
Act as primary liaison with U.S.-based teams, regulators, auditors, and stakeholders to ensure compliance and efficient delivery of model risk oversight.
7+ years of quantitative analytics experience.
3+ years of management or leadership experience.
Master's degree or higher in a quantitative discipline (e.g., mathematics, statistics, engineering, physics, economics, computer science).
Strong experience in derivative pricing models or model validation not explicitly mandated but relevant as per desired qualifications.
Experienced leader managing quantitative analytics teams within financial services, preferably in derivative pricing model risk management.
Proficient in coordinating onshore-offshore teams and collaborating across regions and stakeholders including auditors and regulators.
Skilled in implementing automation and AI tools to enhance model risk management processes, with strong Python programming capabilities.