Market Risk Quant Role - Bank

We have an opening with a client who are a captive unit of an MNC bank. They are looking to set up several quant support teams for the front office. The role details are :

- Analyse and researching specific products

- Structuring by valuing and providing a risk management service for exotic trades,

- Initiate and implement mathematical models of the trade in line with requirements.

- Provide Traders and Structurers with functionality so that they can use the model

- Model the pricing and run standard and VAR stresses on the model and its output prices.

- Provide information to Market Risk, as well as base validations of trades to the accounting systems and downstream feeds to various other internal systems.

- Provide a library of functions to Global Markets - Structurers, Traders.

The role is open to candidates from 3-10 years of experience with a background in market risk and knowledge of coding as well as concepts such as stochastic calculus, monte carlo simulations etc