Chat

iimjobs

jobseeker Logo
Now Apply on the Go!
Download iimjobs Jobseeker App and get a seamless experience for your job-hunting
06/08 Hamsa Srinivas
Associate Consultant at CareerNet Consulting

Views:4573 Applications:179 Rec. Actions:Recruiter Actions:6

Quantitative Analyst - Financial Engineering (3-6 yrs)

Mumbai/Chennai/Pune Job Code: 158081

Role Responsibilities:

- Work in the quantitative modeling team of Risk & Analytics division

- The candidate will primarily be working on valuation and risk modeling assignments

- The role entails the candidate to work model validation and development of OTC products - credit, rates, mortgage

- The candidate may also be required to work on model validation of risk models - VaR (market, credit)

- May be required to travel abroad given the requirement of the role

Skills required:

- Strong in quantitative skills - experience in model validation a plus

- Understanding of PDE, Lattice, simulation approaches to valuation

- Understanding of statistical concepts/ time series modeling

- Good communication skills

- Strong in Excel, VBA, C++/Java

Qualification:

- B.Tech/MBA/Financial Engineer with strong grasp/experience in valuation theories/concepts

Interested candidates please send your updated CV, current Ctc details and Notice period in cover letter.

Hamsa.S

This job opening was posted long time back. It may not be active. Nor was it removed by the recruiter. Please use your discretion.

Women-friendly workplace:

Maternity and Paternity Benefits

Add a note
Something suspicious? Report this job posting.