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25/02 Dhonika Joshi
Headhunter at ABC Consultants

Views:27386 Applications:1236 Rec. Actions:Recruiter Actions:185

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

Mumbai Job Code: 802153

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.

This job opening was posted long time back. It may not be active. Nor was it removed by the recruiter. Please use your discretion.

Women-friendly workplace:

Maternity and Paternity Benefits

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