Quantitative Analyst - Fixed Income - Investment Bank

We are looking for candidates who is good with Derivatives pricing model validation, With C++ and Good Market Risk Experience. Exp- 5+ Yrs.

Role:

Work within the FI Quant Analytics team in Bangalore.

Specific responsibilities include

- Development of models

- Documentation of models

- Extend scope of existing models (currencies, indices.)

- Integration analysis/support

- Development of model interfaces

- Development of test/release tools

Knowledge & Experience / Qualifications required:

- 4+ years- experience working with financial or economic data

- Strong technical skills with post-grad qualification MSci / MBA in Applied mathematics or statistics or engineering.

- Good computer science knowledge : C++

- Excellent communication and problem solving skills

- Strong technical skills

- Excellent verbal and written communication skills with very strong analytical skills.

- Motivated and a quick learner

- Attention to detail and ability to ensure that information is captured in a timely manner