Model Development Role - Risk & Analytics - Investment Bank

Exciting opportunity with one of the leading Investment Bank aggressively expanding Quant Analytics/Model development teams in India hence looking to hire strong quantitative skill sets along with highly strong programming languages especially Advanced Python, C++, R or Matlab

Some of the key responsibilities will include -

- Hands on experience in Model development/Validation preferably in machine learning or data science or in Market risk or in Front office

- Highly Proficient in statistical analysis, probability, numerical concepts and modeling.

- Pricing models, VAR model, Credit Risk model, Derivatives or Interest Rate model understanding and good exposure

- Pricing models theory or stochastic calculus is a must.

To be eligible for this role you will require:

- Graduate / Post Graduate From Tier 1 or Tier 2 institutes with minimum 6+ years of work experience in Model Development / Model validation.

- Proficient in programming languages Advanced Python, R, Matlab

- A computer science or mathematics background will be most suitable.

Please contact Anita Shah or email your cv directly in word format with job reference number JO0000003598/3868/3580 

Please note that due to the high number of applications only shortlisted candidates will be contacted. If you do not hear from us in the next 5 business days we regret to inform you that your application for this position was unsuccessful.