Talent Scout II at Winfort Services
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AVP - Quants - Front Office Quants - Pricing Model - Investment Bank (8-19 yrs)
AVP - Front Office Quants - FI - Pricing Model
Currently, Hiring for a Leading Investment Bank.
Designation: AVP-Quants
Experience: 8+ years
Work Location: Bangalore
Responsibilities:
- Pricing model development and validation
- Managing pricing library
- Asset Classes: Rates, Derivatives & Credit Management
- Programming language: C++ & JAVA
- Strong mathematical background (Linear Algebra, Convex optimization, stochastic calculus, multivariate calculus)
- Understanding of financial markets
- Understand the pricing models both from a mathematical and an implementation point of view
- Basic understanding of OOPS programming concept
- Front office quant or as a model validation quant experience is mandate
- Good communication skills
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