Fixed Income Quantitative Analyst - Bank - IIT/NIT/BITS

There is an opening with one of the well known bank for the role of Fixed Income Quantitative Analyst

Location- Bangalore

Job Description

The candidate would be required to work closely with senior Fixed Income analysts across the globe to developing different quantitative trading strategies for Rates research. The job will involve developing various models along with providing research coverage to various sub-sectors and regions . An ideal candidate will also be responsible for database management, developing cash-flow and surveillance models, using third party wrapper libraries and performing data analytics. The candidate should be well versed in a wide range of languages and should be open to experimenting with new technologies. The candidate should show a strong inclination to learn and understand the Rates asset class.

Requirements

EDUCATION AND EXPERIENCE

- Undergraduate degree from a top-tier school (IITs/NITs/BITS Pilani) preferably in a quantitative discipline such as math, science, engineering, computer science

- Graduate degree from a top-tier program with highly analytical focus, e.g. MBA in quantitative finance, MFE in financial engineering, MS in computer science, operation research, quantitative economics, econometrics, engineering or statistics

- At least 2 years total work experience in Technology, preferably in Bond Analytics or Fixed Income technology and a strong aptitude for Problem Solving

- Experience in developing and supporting quantitative models will be a plus.

LICENSES AND CERTIFICATIONS

- None required, but it will be beneficial to hold a CFA/FRM designation

KNOWLEDGE, SKILLS, AND ABILITIES

- Extensive programming skills - VB, .NET, C/C++/C#, R, Python, MYSQL

- Intermediate and Advanced Statistics

- Excellent database skills - can maintain the entire database and work on adding sources of data

- Project management skills; ability to scope, manage and implement solutions to provide critical technology support

- Strong Communication Skills and Interpersonal Skills

- High ability to handle ambiguity

Shahista
Black- Turtle