Analyst/Associate - Fixed Income Quant Research - Bank

Fixed Income Quant Research Analyst/Associate - MNC Bank Mumbai

- Development of pricing and risk models which calculate the correct worth for any of financial trades across all the asset classes (interest rates, bond, equity, FX, credit, etc).

- Working as a fully integrated member of the global quant team, part of the front office

- Gain knowledge of the relevant global financial products

- Understanding and implementing the state-of-the-art pricing models in C++ code

- Working with traders and structurers to enable new trades to be executed

- Interacting with risk managers and other corporate functions to explain new quant models

- Learn how to efficiently calculate "fast greeks" for the firm's trades, using state-of-the-art methodologies

- Interact with IT groups, and help steer systems development