Senior Manager/AVP - Quant Model Development - Investment Bank

One of our clients is a leading international investment bank with presence across globe, looking to hire potential candidate with 6+ years of work experience in development of quantitative models in investment bank or associated service providers.

Key responsibilities:

- Utilise a range of analytical techniques including time series analysis, regression analysis, optimisation, partial differential equations, finite difference methods and Monte Carlo simulations which are implemented using a variety of computing technologies.

- Review and develop models for pricing derivatives, capital and credit risk.

- Testing the linkages between models and systems while working closely with your team and other key stakeholders.

Essential skills to qualify for the role:

- Qualified degree from premium institute in Quantitative Finance OR Mathematics OR Statistics

- Handson experience in anyone programming languages such as C++ OR Python OR JAVA OR R

- Strong stakeholder management skills.