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19/04 Gaurav Rawle
Manager -Consultant at Talent Networks

Views:212 Applications:36 Rec. Actions:Recruiter Actions:14

Quantitative Analyst - Desk Strat (2-6 yrs)

Mumbai Job Code: 915830

The role of a Desk Strat involves:

- Developing and supporting the trading desks pricing, risk management and P&L monitoring tools.

- General quantitative work, e.g., developing tools for pricing, risk-management and historical analysis; setting up and running scenarios; investigating assumptions which is used in model; data / trade / risk analysis; investigating P&L explain issues.

- Working closely with IT on testing and integrating new models.

- Liaising with control functions (Risk, Controllers) on quantitative issues pertaining to their roles.

The successful candidate should have:

- Some knowledge of structured rates products, e.g., Swaption, Bermudan, Callable Inverse floater, PRDC and so on.

- Development skills, with a preference for Scala / Python and C++.

- Good communication skills, to converse with both traders and IT on technical and non-technical issues alike.

- Strong background of Mathematics.

Women-friendly workplace:

Maternity and Paternity Benefits

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