Deputy Manager at ABC Consultants
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Vice President - Quant Modeling - Front Office Role - Bank (8-13 yrs)
About the team:
Is an expert quantitative modeling group for derivatives and structured products for cross asset in bank.
This position is a Quant Modelling profile to carry out the modelling work from Mumbai and augment other locations.
- Make models SR 11-7 compliant which a regulatory guideline for banks for Model Risk Management
- Develop, implement, enhance, review, test and document models for pricing and risk management
- Work closely with internal and external model review groups
Qualifications:
- PHD, Masters, Graduates in Mathematics/Engineering/Physics/Statistics or any other numerate discipline.
- Knowledge of financial mathematics, stochastic calculus, and structured products.
- Hands on programming knowledge - C/C++/C# etc. Knowledge of python is a plus.
- Exceptional analytical, quantitative and problem-solving skills.
- Good communication and interpersonal skills.
Ideal candidates for these positions would be a graduate/post-graduate/PhD from a premier college or institute or lateral hires with appropriate experience.
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