Crisil - Manager/Lead - Risk & Analytics

Job Duties :

- Work in the quantitative modeling team of Risk & Analytics division of CRISIL Global Research & Analytics

The candidate will primarily be working on financial mathematics-based assignments and will include :

- Validation/development of valuation models across asset classes - equities, commodities, rates, credit, mortgages

- Development, testing and validating pricing models using C++/Python/R/client-proprietary tools

- The role might involve overseas project-related travel for short durations

Qualification :

- Master's degree in Mathematics/Financial Engineering/Quantitative Finance/other quantitative disciplines with strong understanding of valuation theories/concepts; CQF certification would be a plus

Skills required :

- Strong quantitative background - experience in model development or validation a plus

- Strong understanding of PDE, Lattice, simulation approaches to valuation

- Understanding of statistical concepts/ time series modeling

- Experience in C++/Python/R

- Strong communication and documentation skills