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08/01 Prerna Kumar
Talent Scout II at Winfort Services

Views:492 Applications:60 Rec. Actions:Recruiter Actions:31

AVP - Quants - Front Office Quants - Pricing Model - Investment Bank (8-19 yrs)

Bangalore Job Code: 880128

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

This job opening was posted long time back. It may not be active. Nor was it removed by the recruiter. Please use your discretion.

Women-friendly workplace:

Maternity and Paternity Benefits

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