Work you will do: - Develop and implement pricing and risk models to value vanilla and complex products across asset classes as extensions to existing software, or from scratch; - Provide technical expertise on all aspect of quantitative modelling covering model validation, independent pricing, model risk quantification and review; - Support other teams on a variety of client projects in the areas of, but not limited to: market risk, counterparty credit risk and xVA; - Develop internal model risk controls; - Benchmark to market best practice; - Support client proposals; and - Build and maintain strong relationships with clients and industry experts. Qualifications Required: - Quantitative Degree (MSc or PhD) in Mathematics, Physics, Computer Science, Financial Engineering, etc. - Strong programming skills: Matlab, C++ or/and Python (any one is mandatory) - Strong knowledge of and professional experience in applied mathematics with a focus on probability theory, stochastic calculus, partial differential equations and numerical analysis; - Proficiency in all concepts of the financial derivatives market and hands-on experience with modelling of at least one asset class (i.e. IR, Credit, Equity, Commodity, FX and Inflation) in a professional environment such as Model Development, Model Validation, Quantitative Research and product control, knowledge of Structured Products is particularly beneficial. - Software development experience, preferably in a large team, implementing quantitative models; knowledge of version control tools and software development principles (with strong emphasis on testing and documentation); - Ability to explain complex quantitative methodology in a clear and concise way; - Ability to interact effectively with stakeholders from a variety of backgrounds and seniority. Preferred: - Engineering Graduates with Maths and Computing background - Understanding of the regulatory requirements, particularly FRTB, IMM, Stress Testing (CCAR/EBA/PRA) and their impact on derivatives market and clients challenges; - CFA, FRM or/and CQF

Gurgaon/Gurugram

Quant Modelling Role - Risk Advisory Practice - Big4 

Quant Modelling Role - Risk Advisory Practice - Big4  ,Job Description for Quant Modelling Role - Risk Advisory Practice - Big4  in Big4 in  Gurgaon/Gurugram for (0-4) years of experience. Apply Now!

Job Description for Quant Modelling Role - Risk Advisory Practice - Big4  in Big4 in  Gurgaon/Gurugram for (0-4) years of experience. Apply Now!