Associate/Manager - Quants Team - Bank

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