Quantitative Analytics Role - Desk Strategy - Bank - IIT/NIT/BITS

Our client is an International Bank who is in search of a Quant Analytics professional worked on Trading desk strategy with strong understanding of Credit or Macro or Rates or FX or inflation or municipal (or muni for short) or Securitized Products or Structured Products or Equity or Prime Brokerage or XVA or CVA or FVA and is an expert in C++/Python.

This role is in the Quant Analytics team and is a new built out in Mumbai and Noida location.

Some of the key responsibilities will include :

- Model Development experience.

- C++ OR Python.

- Worked across asset classes like Credit or Macro or Rates or FX or inflation or municipal (or muni for short) or Securitized Products or Structured Products or Equity or Prime Brokerage or XVA or CVA or FVA.

- Worked on Numerical techniques like Monte Carlo, Or markov projection or stochastic calculus.

- Work experience on different models like Libor market model Or BGM or black Scholes or hybrid or stochastic volatility.

To be eligible for this role you will require:

- Masters or PhD in Mathematics or Physics or Statistics or Finance or Engineering or Computer Science or Economics. Additionally, or B.Tech from IITs or Tier 1 Engineering colleges.

- Degrees: PHD OR MPhil OR MSc OR MBA OR MTech OR M. Stat OR (MA in Economics) OR (BTech from IITs or Tier 1 Engineering colleges).

Please note that due to the high number of applications only shortlisted candidates will be contacted. If you do not hear from us in the next 5 business days, we regret to inform you that your application for this position was unsuccessful.