Looking for Quant professionals for one of the Big 4 consultancy firm.   Key areas of work/responsibility would be around providing advisory solutions primarily in risk management domain. Expectations :  1. Engage with clients to understand specific problem areas and deficiencies, if any, pertaining to risk management  2. Design and develop new calibration, simulation, and pricing models for risk computation in Excel / VBA or C#. NET or C++ (Proficiency in any one language should be sufficient)  3. Maintain the existing models and support in terms of enhancements and bug fixes  4. Work across asset classes including Interest Rate (IR), Credit, Foreign Exchange (FX) and Equity Derivatives  5. Determine appropriate models to be used for various products ranging from vanilla to exotic derivatives  6. Implement timely solutions for regulatory projects with tight deadlines  Technical Knowledge required:  Domain:  1 .	Understanding of stochastic calculus, risk neutral pricing and PDEs  2. 	Familiarity with different kinds of stochastic interest rate models  3. 	Experience with pricing of derivatives instruments such as CDS, CDOs, swaps, swaptions, FX and equity derivatives products (at least a few)  4. 	Black-Scholes option pricing, binomial tree pricing and pricing through Monte-Carlo simulation  5. 	Experience relating to options pricing or derivatives valuation  6. 	Products knowledge:  i. FX derivatives (eg Forwards, Options, Cross Currency Swaps) 	 ii. Exotic FX derivatives 	 iii. Equity instruments / Equity Derivatives 	 iv. Fixed income derivatives, plain vanilla (eg All types of Interest Rate Swaps, Forwards, Caps, Floors, Swaptions) 	 v .Fixed income instruments, plain vanilla (eg Government or Corporate Bonds without embedded derivatives) 	 vi. Fixed Income instruments, medium complex (eg Convertibles, Municipal Bonds, Inflation Bonds, Rating Linked Bonds) 	 vii. Fixed income, high complex (eg CMS bonds, Snowballs, Credit linked notes, Target Redemption notes) 	 viii. Fixed income derivatives, medium and high complex (eg Constant Maturity Swaps, Spread Ladder Swaps, Quanto options) 	 ix. Securitizations (eg Asset backed securities, Mortgage backed securities) 	 x. Cash flow modelling of securitizations, Monte Carlo methods 	 xi. Credit Default Swaps, plain vanilla/ single name  Programming:  1 .	Strong ability to implement on the analytics library with VBA/C#/C++/Java (any one language)  2 .	Development skills in C++ & STL with working knowledge of data structures and object oriented programming (desired but not necessary)  3. 	Hands on exposure with Unix and some scripting languages (desired but not necessary)  4. 	Handling of databases / SQL queries  5. 	Ability to analyze and debug complex and legacy codes   Academic qualification:  1. 	The ideal candidate would be an engineering graduate, from a premier institution, with a strong academic background preferably IITs / DCE / NITs  2.	Relevant certifications such as FRM, PRM, CFA, CQF etc. would be desirable

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Deloitte - Consultant/AM - Quant - IIT/NIT/DCE 

Deloitte - Consultant/AM - Quant - IIT/NIT/DCE  ,Job Description for Deloitte - Consultant/AM - Quant - IIT/NIT/DCE  in Big4 in  Others for (0-5) years of experience. Apply Now!

Job Description for Deloitte - Consultant/AM - Quant - IIT/NIT/DCE  in Big4 in  Others for (0-5) years of experience. Apply Now!