Quant Strategist - Derivatives Modelling

We have an opening with one of our clients for Quant Strategist role.

Job Location : Chennai/Bangalore

Job Description :

Essential Experience:

1. The leadership skills to build and run a highly effective Derivatives Modelling

2. Strong mathematical background, with good knowledge in any two of the following disciplines - probability, quantitative finance, numerical methods, multivariate statistics, econometrics, optimisation, time series analysis, Machine learning.

3. Strong programming and computer science skills. Knowledge of Python as well as Java or C++.

4. Excellent problem solving and analysis skills.

5. Excellent communication skills, both verbal and written to engage with senior members of the wider team globally.

Supplementary Experience: (Good to have)

1. Good understanding of investment banking in any asset classes (e.g. Rates, FX, Credit, Equities, and Commodities).

2. Knowledge of derivatives products.