Quantitative Research & Analysis Role - Investment Banking

We have roles open with our client - A captive unit of an Investment Banking MNC in the Quant Research and Modeling space. The roles are open at a mid and senior level.

Candidates in this role would need to have a strong understanding in Pricing of Derivatives along with good coding skills using C++, Python or a similar language.

The role entails :

- Responsible end to end for pricing and risk management through development, enhancement and maintenance of models

- Model Testing,review and and documentation of models

- Syncing up with modeling teams in other locations

- Develop enhancement and fixes in coordination with the global quant team

- Perform assessments on soundness of model specifications, intended purpose and reliability of inputs

- Assess completeness of testing performed to support the correctness of implementation.

- The role requires a candidate in this role to have strong knowledge of Stochastic calculus and structured products