Derivatives Pricing Analyst

7 days ago


Mumbai, Maharashtra, India The Edge Partnership - The Edge In Asia Full time

The Edge Partnership - The Edge in Asia: A Leading Global Banking Firm

We provide industry-focused services for clients across geographies. Our Risk Analytics Group (RAG) is seeking a highly skilled Quantitative Risk Modeler to specialize in Counterparty Risk Modelling.

This role involves developing and maintaining Potential Future Exposure (PFE) models and supporting risk management across Rates, FX, Credit, Equity, and Bonds. You will design and validate risk models, conducting performance analysis and implementing improvements.

Key Responsibilities:

  1. Develop and maintain counterparty exposure models for derivatives, repo, and securities lending transactions.
  2. Design and validate risk models, conducting performance analysis and implementing improvements.
  3. Collaborate with IT, risk validators, and front office to enhance risk measurement frameworks.
  4. Support business teams with exposure calculations and risk assessment.
  5. Provide analytical reports for risk committees and senior management.

Requirements:

  • Hiring across 2 – 12 years of experience.
  • MSc or higher in Mathematics, Statistics, Engineering, or a related quantitative field.
  • Strong understanding of derivatives pricing, stochastic calculus, and risk modelling.
  • Experience with pricing models, exposure models, or economic capital modelling.
  • Proficiency in Python, R, VBA, and Excel (C++/C# is a plus).
  • Excellent problem-solving, analytical, and communication skills.


  • Mumbai, Maharashtra, India The Edge Partnership - The Edge In Asia Full time

    We are seeking a Derivatives Pricing Expert to join our team at The Edge Partnership. Our client, a leading global banking firm in Asia, requires a skilled professional to develop and validate Counterparty Exposure Models.The ideal candidate will have expertise in derivatives pricing, risk modelling and exposure analysis. Key responsibilities...


  • Mumbai, Maharashtra, India Deutsche Bank Full time

    About the RoleWe are seeking a highly skilled Derivative Pricing Expert to join our team in Mumbai. As a key member of our Pricing Model Validation team, you will be responsible for independently reviewing and analyzing derivative pricing models used for valuation and risk management across Rates, FX, and Hybrids.Your Key ResponsibilitiesReview and analyze...


  • Mumbai, Maharashtra, India Deutsche Bank Full time

    The Pricing Model Validation team at Deutsche Bank is responsible for the independent review and analysis of all derivative pricing models used for valuation and pricing across the bank. This role involves independently reviewing and analysing derivative models for pricing and risk management across Credit, Securitization and Research domains. You will work...


  • Mumbai, Maharashtra, India Deutsche Bank Full time

    Job DescriptionModel Validation Specialist- Derivative Pricing, ASPosition OverviewIn Scope of Position based Promotions (INTERNAL only)Job Title: Model Validation Specialist- Derivative Pricing, ASLocation: Mumbai, IndiaRole DescriptionModel Risk Management's mission is to manage, independently and actively, model risk globally in line with the bank's risk...


  • Mumbai, Maharashtra, India The Edge Partnership - The Edge in Asia Full time

    Key Responsibilities:Develop and validate counterparty risk models for derivatives and structured finance.Perform risk analysis, model testing, and performance reviews.Collaborate with internal teams on risk methodologies and regulatory requirements.


  • Mumbai, Maharashtra, India The Edge Partnership - The Edge in Asia Full time

    The Edge Partnership is seeking a Derivatives Pricing and Risk Management Expert to join our team in Asia. As a leading global banking firm, we provide industry-focused services across geographies.This role involves developing and maintaining Potential Future Exposure (PFE) models and supporting risk management across Rates, FX, Credit, Equity, and Bonds.Key...


  • Mumbai, Maharashtra, India Deutsche Bank Full time

    Job DescriptionModel Validation Senior Specialist- Derivative Pricing, AVPPosition OverviewJob Title: Model Validation Senior Specialist- Derivative Pricing, AVPLocation: Mumbai, IndiaRole DescriptionModel Risk Management's mission is to manage, independently and actively, model risk globally in line with the bank's risk appetite with responsibility for:-...


  • Mumbai, Maharashtra, India Citigroup Full time

    The Sec Derivatives Lead Analyst is a senior level position responsible for processing orders and transactions originating from trading desks and branch offices in coordination with the Operations - Transaction Services team The overall objective of this role is to facilitate the clearance settlement and investigation of client securities and derivatives...

  • Pricing Analyst

    2 weeks ago


    Mumbai, Maharashtra, India The Nielsen Company Full time

    The Nielsen Pricing team is a vital driving force behind our company's success and profitability.We craft and document pricing strategies, provide analytics, go to market and negotiationsupport. Our pricing approaches optimize revenue while delivering unparalleled value to ourclients. We work closely with the commercial and product teams in order to secure...


  • Mumbai, Maharashtra, India Citigroup Full time

    The Sec & Derivatives Lead Analyst is a senior level position responsible for processing orders and transactions originating from trading desks and branch offices in coordination with the Operations - Transaction Services team. The overall objective of this role is to facilitate the clearance, settlement and investigation of client securities and derivatives...

  • Pricing Analyst

    6 days ago


    Mumbai, Maharashtra, India SITA Full time

    We are seeking a talented Commercial Pricing Analyst to join our team at SITA. As a key member of our pricing function, you will be responsible for developing and maintaining pricing information across a given portfolio or geography.Key Responsibilities:Maintain pricing tools with current cost and pricing data at all timesAssist in the implementation of the...


  • Mumbai, Maharashtra, India Navgraha Jewels Pvt Ltd Full time

    About Neve Jewels Pvt Ltd:Neve Jewels Pvt Ltd is a leading diamond jewelry business dedicated to crafting timeless pieces that embody elegance and sophistication. With a commitment to quality and innovation, we aim to deliver unparalleled value to our customers. We are looking for a talented Senior Pricing Analyst to join our dynamic team and contribute to...


  • Mumbai, Maharashtra, India Navgraha Jewels Pvt Ltd Full time

    About Neve Jewels Pvt Ltd:Neve Jewels Pvt Ltd is a leading diamond jewelry business dedicated to crafting timeless pieces that embody elegance and sophistication. With a commitment to quality and innovation, we aim to deliver unparalleled value to our customers. We are looking for a talented Senior Pricing Analyst to join our dynamic team and contribute to...


  • Mumbai, Maharashtra, India NTT Full time

    JOB DESCRIPTION Make an impact with NTT DATA Join a company that is pushing the boundaries of what is possible. We are renowned for our technical excellence and leading innovations, and for making a difference to our clients and society. Our workplace embraces diversity and inclusion – it's a place where you can grow, belong and thrive. Your day at...


  • Mumbai, Maharashtra, India Genpact Full time

    Genpact (NYSE: G) is a global professional services and solutions firm delivering outcomes that shape the future. Our 125,000+ people across 30+ countries are driven by our innate curiosity, entrepreneurial agility, and desire to create lasting value for clients. Powered by our purpose – the relentless pursuit of a world that works better for people –...


  • Mumbai, Maharashtra, India FedEx Full time

    Pricing implementation analyst plays a very important role to ensure that customer gets right price at right time for right FedEx services in right format. He/she is key business partner in driving Pricing Contract Management for FedEx global and regional customers across the globe. The Pricing Implementation analyst should be comfortable collaborating in a...


  • Mumbai, Maharashtra, India Pen Paper Dreams Full time

    A prestigious British brand is seeking a Pricing & Margin Analyst (data analytics + admin heavy role) who can join the team on March 14th. This contract role is a fully remote position with work hours of 10 AM to 6 PM IST, Monday through Friday, and includes 10 paid holidays, as well as the option for select unpaid leaves as and when required.If you meet all...


  • Mumbai, Maharashtra, India Pen Paper Dreams Full time

    A prestigious British brand is seeking a Pricing & Margin Analyst (data analytics + admin heavy role) who can join the team on March 14th . This contract role is a fully remote position with work hours of 10 AM to 6 PM IST , Monday through Friday, and includes 10 paid holidays , as well as the option for select unpaid leaves as and when required. If...


  • Mumbai, Maharashtra, India Tata Consultancy Services Full time

    Job DescriptionPricing via PROS ControlPricing engine and the building blocks of real-time pricingUser and data administrationRecommendations are derived, how to run segmentations, and how to apply business rules within PROS Control


  • Mumbai, Maharashtra, India Hiresquad Resources Full time

    Hiring for VP- DerivativesReporting to : Senior VPLocation- Mumbai(Dadar West)Experience : More than 20 years in Derivatives Markets, preferably having experience intreasury aspects of Banking/Financial institutionQualification : COF/CFA/FRMRequired Qualification: MBA in FinanceSkills Required:• In-depth Knowledge of various OTC derivative products in all...