Posted By

Sowmyag

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Last Login: 01 December 2012

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2228
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Job Code

59460

Pricing Models - Investment Bank - IIT

1 - 5 Years.Mumbai
Posted 12 years ago
Posted 12 years ago

2+ years of experience in developing pricing models

Company : Leading Investment Bank

Location: Mumbai

Grade & CTC: Negotiable

Main Criteria : Candidate must have work experience in developing pricing models, building quantitative models.

Programming Skills(Matlab) is a must and Ajax/Java/JSP would be a added advantage.

Overview of Profile

- The platform is a real-time interactive web tool allowing customers, salespeople and traders to analyse historical as well as live data within the Rates businesses.

- Customers can choose from a wide range of live relative value analyses functionality, ranging from a large selection of cross market time series analyses, trade scanning reports, proprietary quantitative models, derivative pricing tools and portfolio analysis.

Job scope

Company is seeking to hire qualified candidates to work in the team, supporting Global Rates business. The team in Mumbai will work very closely with the Frankfurt team for this function.

Key deliverables include:

- Gain thorough understanding of quantitative models, markets, analytical techniques.

- Works closely with trading, sales and structuring to build quantitative tools for pricing, proprietary trading strategies, portfolio analysis etc.

- Helps in restructuring, enhancement and maintenance of a large number of existing and new quantitative live reports for various markets and product classes.

Candidate Profile

We are looking for extremely bright candidate with a background in quantitative disciplines and excellent programming skills.

Required Skills

- Understanding of computationally expansive problems and programming

- Knowledge of financial instruments(especially FX, Rates, Equity) in fixed income markets.

- Experience in developing pricing models and time series analytical methods

- Experience of working in Matlab, R or other statistical tools.

Educational background and personality

- Strong analytical and quantitative background(IITs)

- Good communication skills and team work

- The candidate should have atleast 2 years of relevant experience.

Please send your CV to somishah.g@gmail.com

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Posted By

Sowmyag

at

Last Login: 01 December 2012

Job Views:  
2228
Applications:  0
Recruiter Actions:  0

Job Code

59460

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