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28/04 HR
Managing Director at Edge In Asia Recruitment Private Limited

Views:268 Applications:73 Rec. Actions:Recruiter Actions:8

Lead/Senior Lead - Quant Analyst - Investment Bank (3-10 yrs)

Mumbai Job Code: 919505

Our client is a leading global Investment bank having model development centre in India.

Some of the key responsibilities will include :

- Developing mathematical models for pricing, hedging and risk measurement of derivatives securities using numerical algorithms and high-performance computing solutions.

- Identify major sources of risk in portfolios, explain model behavior by carrying out scenario analyses, develop and deliver quantitative tools.

- Assess the appropriateness of quantitative models and their limitations, identifying and monitoring the associated model risk.

- Implement risk measurement, valuation models or algorithmic trading modules in software and systems.

To be eligible for this role you will require:

- 3-10 years of experience in managing model development with expertise in good understanding of advanced mathematical topics like probability theory, stochastic calculus, partial differential equations, numerical analysis, optimization.

- Experience in code design and should demonstrate programming skills in C++/Python or any other programming language.

- B.Tech. degree from a Tier 1 college or Advanced degree (PhD, MSc or equivalent) in Engineering, Mathematics, Physics, Computer Science, etc.

- Knowledge of options pricing theory, fixed income markets, in particular interest rate products and models, is a plus.

- Excellent communication skills, both verbal and written along with strong interpersonal skills is a must have.

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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