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Tier-1 brand and Hyderabad metro increase competition but niche quant skillset limits applicant pool.
Derivatives pricing, model risk, and regulatory requirements are highly finance-specific and limit cross-industry transferability.
Explicit 7+ quant years, 3+ management, derivatives/model validation and Python requirements make shortlisting highly strict.
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Lead the India and Philippines Derivative Pricing Model Risk Management Team overseeing model lifecycle across multiple asset classes including equities, rates, FX, credit, commodities, and structured products.
Manage team development, global resource allocation, and enhance model risk management efficiency through automation and AI implementation.
Collaborate with US stakeholders, regulators, auditors, and internal teams for model risk assessment, governance, and project delivery.
At least 7 years of quantitative analytical experience and 3 years of management or leadership experience.
Master's degree or higher in a quantitative discipline (mathematics, statistics, engineering, physics, economics, or computer science).
Experience with derivative product pricing models or model validation across one or multiple asset classes.
Strong Python programming skills; work experience required in managing quantitative teams within an onshore-offshore operating model.
Experienced in managing cross-regional teams and complex quantitative analytic projects in financial services, especially derivative pricing model risk management.
Comfortable leading regulatory engagements and collaborating across multi-disciplinary teams globally.
Technically proficient with strong Python skills and experienced in implementing automation and AI for process enhancement in model risk management.