09/01 Martin Chakpram
Head - Recruitment at People Realm Recruitment Services

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Analyst/Associate - Quantitative Engineering - Investment Bank (1-7 yrs)

Bangalore Job Code: 880341

Quantitative Engineer - Analyst / Associate

Currently working on a few High end and niche Quantitative role for a Global Investment Bank in Bengaluru. Looking for candidates with relevant skills and experience listed below, years of experience between 1- 6/7 years.

Highlighting some of the key attribute/functions in the various roles below:

- Develop computational tools for extreme clarity and compute efficiency, for pricing speed, compute cost and safe maintenance; across various asset classes.

- Be part of the core modelling team, discovering new models and more efficient numerical methods to evaluate them.

- Building and improving pricing, risk management and workflow infrastructure for global trading business.

- Systematic and quantitative analysis of risk, pricing, pnl metrics across all structured products ranging from residential/commercial loans to securitized bonds to exotic derivatives.

- Analyse data; design and build analytics, algorithms and tools to optimize Brokerage, Clearance & Exchange costs across all trading desks.

- Design and implement models to risk manage complex financial products

- Build low latency, highly-scalable software and systems for pricing, risk models, quoting and analytics

- Partner with the trading desk to develop and implement quantitative, technological solutions as global market and economic conditions change

Mandatory Criteria:

- Bachelors, Masters, or PhD in Mathematics, Physics, Computer Science, Engineering or similar quantitative field; excellent GPA/Grades required.

- Strong programming skills, including clear understanding of algorithms and data structures. Knowledge of high-performance numerical methods.

Preferred Experience:

- Relevant work experiences in quantitative finance

- Previous experience in a sales and trading environment desk environment

- Building multi-asset models used for derivatives pricing

- Building tools and payoff languages used by traders and structurers.

- Experience in creating and using Domain Specific Languages, and Functional programming.

- Working and relevant experience with the Python, C++ and/or JVM ecosystem.

- Working experience working with large distributed systems, multi-threaded applications, and GPU programming

- Competence in data science, stochastic processes, and advanced mathematics

Women-friendly workplace:

Maternity and Paternity Benefits

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