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Partner at Symphoni HR
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Associate/Manager - Quants Team - Bank (3-8 yrs)
COMPANY, TEAM & ROLE:
Our client, a leading global bank is looking for candidates at Associate/Manager for their Quants team in Gurugram to develop and review models; test, validate and ensure their integrity; check model performance, quality and accuracy; and test the linkages between models and systems
REQUIREMENTS:
- Experience in model development / testing / validation or any other quant role
- Knowledge of Probability Theory, Stochastic Calculus, Numerical Methods and Time Series Analysis
- Knowledge of Derivative Pricing Models - Local Vol, Stochastic Vol, Jump Diffusion, Hazard Intensity etc.
- Knowledge of Derivate Greeks/Exotics
- Experience in Programming Languages including C++. Python (NumPy, Pandas, Sci-Kit Learn), R, VBA
- Strong Object Oriented Programming experience
- Experience in SQL and databases
- Experience in Linux / Shell Scripting
- Bachelor's /Master's Degree in a Quantitative / Numerate Field
Experience: Up to 8 years
This job opening was posted long time back. It may not be active. Nor was it removed by the recruiter. Please use your discretion.
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