Quantitative Analyst - Financial Engineering

Role Responsibilities:

- Work in the quantitative modeling team of Risk & Analytics division

- The candidate will primarily be working on valuation and risk modeling assignments

- The role entails the candidate to work model validation and development of OTC products - credit, rates, mortgage

- The candidate may also be required to work on model validation of risk models - VaR (market, credit)

- May be required to travel abroad given the requirement of the role

Skills required:

- Strong in quantitative skills - experience in model validation a plus

- Understanding of PDE, Lattice, simulation approaches to valuation

- Understanding of statistical concepts/ time series modeling

- Good communication skills

- Strong in Excel, VBA, C++/Java

Qualification:

- B.Tech/MBA/Financial Engineer with strong grasp/experience in valuation theories/concepts

Interested candidates please send your updated CV, current Ctc details and Notice period in cover letter.

Hamsa.S