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31/10 Dhonika Joshi
Headhunter at ABC Consultants

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Quantitative Research Role - Investment Bank (2-9 yrs)

Mumbai Job Code: 759332

JD :

The candidate would be expected to share in a balanced mixture of responsibilities, including model research and development, pricing and risk investigation, product-specific analysis, software development and discussions with the trading desk.

Core Responsibilities :

- Enhance pricing and risk models for fixed income derivatives and implement them in python and C++

- Identify major sources of risk in portfolios, carry out scenario analysis, provide guidance / debug analytics.

- Rapid prototyping of models and products; benchmark and compare results of various techniques

Overall, the candidate will need to work closely with teams in Asia-Pacific and/or London and/or New York and will need to be proactive to improve desk efficiencies, access and learn J. P. Morgan's sophisticated solutions.

Essential Skills :

- Highly analytical bent of mind and quantitative skills

- High level of proficiency in C++ and Python programming;

- Close attention to detail and ability to work to very high standards

- Good communication and team skills in a multi-location set up

Desirable skills / experience :

- Excellence in probability theory, stochastic processes, partial differential equations, and numerical analysis

- Relevant experience in similar roles in Quant Research and Model Development will be an advantage

Ideal candidates for these positions would be a graduate/post-graduate from a premier college or institute. A computer science or mathematics background will be most suitable.

Candidates with Phd and CQF preferred.

Women-friendly workplace:

Maternity and Paternity Benefits

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