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06/07 Maaz Ansari
Deputy Manager at ABC Consultants

Views:5391 Applications:34 Rec. Actions:Recruiter Actions:34

Vice President - Quant Modeling - Front Office Role - Bank (8-13 yrs)

Mumbai Job Code: 469188

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.

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

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