Gross Market/Senior Consultant - Quantitative Analysis - Big4 - Analyze and research specific products & initiate and implement mathematical modeling of the trade-in line with given requirements. - Support any trade or business approved by the DCF. - Model the pricing and run standard and VAR stresses on the model and its output prices. - Provide information to Market Risk, as well as base validations of trades to the accounting systems and downstream feeds to various other internal systems - Provide a library of functions to Global Markets Structures, Traders and Organization Group Treasury to enable them to (i) access source data needed to determine a price for a given point in time and (ii) provide functionality that allows them to value and produce risk sensitivities for various instruments in their chosen asset classes Perform on-going research and development into : 1. Pricing of exotic trades and hybrid derivatives 2. Dual curve construction for collateralization 3. Index construction 4. Efficient numerical methods - Formally engage with Risk and Compliance to validate the model and provide a document detailing the finalized model and its underlying methodologies, strengths and weaknesses - Engage with the DCF on an ad hoc basis to provide them with comfort around the model, propose market norms and identify down-the-line issues

Mumbai

Senior Consultant - Quantitative Analysis - Big4 

Senior Consultant - Quantitative Analysis - Big4  ,Job Description for Senior Consultant - Quantitative Analysis - Big4  in Avant Garde Corporate Services Pvt Ltd in  Mumbai for (2-7) years of experience. Apply Now!

Job Description for Senior Consultant - Quantitative Analysis - Big4  in Avant Garde Corporate Services Pvt Ltd in  Mumbai for (2-7) years of experience. Apply Now!