Quant Research Modelling Role- BFSI

The main responsibilities of the QR Modelling team are

- Develop, implement, enhance, maintain, review, test and document models for pricing and risk management

- Make models SR 11-7 compliant which is a regulatory guideline for US banks for Model Risk Management. This requires extensive model testing, model documentation to appropriate standards, getting model reviewed by model review and control groups, model development, model enhancement and model maintenance.

- Work closely with internal and external model review groups

Qualifications:

- PHD, Masters, Graduates in Mathematics/Engineering/Physics/Statistics or any other numerate discipline

- Knowledge of financial mathematics, stochastic calculus, and structured products.

- Hands on programming knowledge - C/C++/C# etc. Knowledge of python is a plus.

- Exceptional analytical, quantitative and problem-solving skills

- Good communication and interpersonal skills

- The level (analyst/associate/VP) would depend on relevant experience and knowledge and we are looking to hire across levels