Crisil - Quant Analyst/Senior Quant Analyst/Lead Analyst - FO Quant - Pricing Models

Job title : Quant Analyst / Senior Quant Analyst / Lead Analyst (Pricing Models)

Location Mumbai / Pune

Experience 2 - 7 years

Job Duties:

The role will require working closely with the model development or validation team of a large global bank. This will include developing new models, enhancing/improving, validation or documentation of existing models.

The candidates are required to have sound knowledge and exposure to pricing models across different asset classes. This will include experience applying quantitative techniques for pricing of complex derivatives in one or more of the areas across Rates, Equity, FX, Credit, Hybrids.

Key responsibilities include: understanding business requirements, determining appropriate modeling methodologies, model implementation/testing, building prototypes, validating the models based on prescribed guidelines, model documentation and review.

Qualification : PhD - Mathematics / Physics / Engineering / Computational Finance or similar quantitative discipline or Masters in Financial Engineering (MFE) with relevant experience can also apply

Skills Required

- Good Mathematical and numerical skills with excellent knowledge of quantitative finance and concepts like Brownian motion, PDE, Monte Carlo simulations, Finite Difference methods etc.

- Experience in development/validation of pricing models across asset classes with strong experience in at least one working closely with Front Office.

- Sound knowledge of standard tools and platforms used in the industry

- Comfortable programming in one or more of the following C++/C#, Java, Python, R etc.

- Excellent documentation skills and ability to explain complex concepts with ease.

- Good communication skills, team-work and flexibility

About CRISIL GR&A: CRISIL Global Research & Analytics (GR&A) is the largest and top-ranked provider of high end research and analytics services to the world's leading commercial and investment banks, insurance companies, corporations, consulting firms, private equity firms and asset management firms. CRISIL GR&A operates from research centres in Argentina, China, India and Poland, providing research support across several time zones and in multiple languages to global organizations. It has deep expertise in the areas of equity and fixed income research (covering global economies, 150 global sectors and over 3000 global companies), credit analysis, exotic derivatives valuation, structured finance, risk modeling and management, actuarial analysis and business intelligence.

CRISIL GR&A includes Irevna, Pipal Research and Coalition, firms which were acquired by CRISIL. For more information, please visit www.irevna.com, www.pipalresearch.com and www.coalition.com