AVP - Credit Modeling/Quant Research - Bank

Fantastic opportunity has arisen with a world leading bank in their quantitative modeling group. We are looking for strong candidates having experience in Developing mathematical models for the pricing, hedging and risk management of credit securities and derivatives

Responsibilities:-

- Developing mathematical models for the pricing, hedging, and risk management of credit securities and derivatives, including investigating and improving existing models.

- Writing model documentation

- Liaising with business functions as well as other quantitative research and control teams

To be eligible for this role you will require: 

- Experience: 5-8 years- experience

- Engineering Degree in a quantitative discipline - IIT, IIM, NIT, NIIT, MS Statistics /Economics

- The ideal candidate must have proven expertise in Risk Model Development, with good knowledge of Credit Products

- Knowledge of Fixed Income markets, in particular credit products and models

- Programming expertise in Python

- demonstrate quantitative and problem-solving skills