Analyst/Associate - Quant/Risk Methodology - Investment Bank

We are looking for Quant professionals for a captive investment banking client.

- The person should have expertise in Monte Carlo simulations and should be strong on stochastic calculus.

- A degree in a quantitative discipline is mandatory

The role would involve:

- Monte Carlo simulations

- Calculate various parameters like Volatility, Correlation etc. for particular asset classes,

- Assess materiality of non-simulated risk factors.

- Perform analysis for failed trades in Monte Carlo Pricing Tool.

- Monitoring large and important long term maturity trades.

- You need to be proficient in a programming language.