Posted By
Posted in
Banking & Finance
Job Code
464320
Client - One of the top most players into Investment Banking Domain. Candidate will be a part of Quantitative Research Modelling group (QR - Modelling) for derivatives and structured products for all asset classes.
Candidate will be responsible for Developing, Implementing, Enhancing, Reviewing, Testing and Documenting Models for Pricing and Risk Management.
Looking for someone with following skills sets :
1. Hands on knowledge on C++ and Knowledge of python is a plus.
2. PHD, Masters, Graduates in Mathematics/Engineering/Physics/Statistics
3. Knowledge of financial mathematics, stochastic calculus, and structured products
Note - Ideal candidates for these positions would be a graduate/post-graduate/phd from a premier college or institute or lateral hires with appropriate experience.
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Posted By
Posted in
Banking & Finance
Job Code
464320