Opening for Quant Research - Equities Strats & Infra (Front office) - Analyst/Associate/VP .

The Equity Strats & Infra team consists of expert desk quants/ quantitative infrastructure developers specializing in derivatives and structured products on Equities. The Equity Strats & Infra Mumbai team is an extension of the global Strats & Infra team. It has the responsibility of developing and maintaining financial models/ infrastructure used for the pricing and risk management of all the Equity derivatives and structured financial products that various desks of the bank trade and manage. The team is also responsible for helping the desks with any ad-hoc pricing/model related queries.

This position is of a Desk Quant to carry out the Strats & Infra work from Mumbai in sync with other locations like Hong Kong, London and New York.

The primary responsibilities for this role will include:

- Model Development : Devising pricing models on new structured derivative payoffs and enhancing the existing pricing models in the firm's pricing library

- Model Validation : Independent validation/performance assessment of firm's new/existing pricing models and automation of related processes

- Product Development : Developing/enhancing pricing templates for new/existing exotic payoffs using appropriate pricing models as per the client requirements

- Payoff Review : Independent quantitative evaluation of complex payoffs, focusing on payoff methodology, construction and testing.

- Tool Development : Developing/enhancing the tools used by Desks for various purposes like pricing, calibration of risk models

- Reporting and Compliance : Familiarity with internal and regulatory guidelines on Model assessment and Reporting; Implementation of remediation; reviewing the process of trade booking in the proprietary systems.

Essential Skills :

- Masters, Graduates in Mathematics/Engineering/Physics/Statistics or any other numerate discipline

- Knowledge of financial mathematics and derivative products. Knowledge of Stochastic Calculus is a plus

- Hands on programming knowledge - C++/Python.

- Exceptional analytical, quantitative and problem-solving skills

- Close attention to detail and ability to work to very high standards

- Good communication and interpersonal skills

- The level (analyst/associate/VP) would depend on relevant experience and knowledge.

If you find it suitable or if you have any reference for this position, Kindly share CV with Below detail 

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Tejashree Waradkar
Team Leader
Dir No: +91 22 66848569|Mob No .8454843560 /8850817160
Black Turtle

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