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.

Mumbai

Quantitative Analyst - Desk Strat 

Quantitative Analyst - Desk Strat  ,Job Description for Quantitative Analyst - Desk Strat  in Talent Networks in  Mumbai for (2-6) years of experience. Apply Now!

Job Description for Quantitative Analyst - Desk Strat  in Talent Networks in  Mumbai for (2-6) years of experience. Apply Now!