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Quantitative Analyst (2-5 yrs)
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Written by MBA Jobs
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Friday, 23 July 2010 |
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Job Code: 17472
Location: Quantitative Analyst:
Location: Mumbai
Performing in depth model reviews as explained below
- Preparation of model review documentation
- Assistance to the Quantitative Risk Management team on ad- hoc projects.
Review models (both pricing models and risk models): Ensure that the model meets its stated objective. This would include reviewing the theoretical assumptions and the implementation of the model - for instance, setting up independent benchmarking tools for testing of various scenarios & boundary conditions of complex models.
Additional Information:
- Person should have good quantitative aptitude. Should posses sound knowledge of Derivative structures, Risk and Trading models.
- Programming experience is highly desirable
Position Specification: 2 to 5 years of relevant experience
Qualifications: Essential Quantitative areas like Statistics, Engineering, Physics, Mathematics, Operations Research with a Masters degree. Desirable Doctorate in any of the quantitative disciplines
Key Skills: Essential Spreadsheeting / MS-Excel macros.
Exposure to FX derivatives pricing models or Risk Models Desirable Computing / Programming in a scientific language C++ / VB
Write to twinkle@ikyaglobal.com
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