Education Qualification: Ph.D./Masters in (Mathematics, Statistics, Financial Engineering, Economics or other Quantitative discipline). Job Description Solytics is seeking a strong FX Quant professional to be a member of Quant team focused on development, testing documentation and performance monitoring of the pricing and VaR models for the FX business. Candidate must have sound understanding of Stochastic calculus, Advance Statistics, Numerical Analysis, Probability theory and random process and/or Derivative Pricing Responsibilities As a senior model developer, you will be required to cover the following: - develop mathematical foundation of the model, assessing the correctness of the model equations and theory. - develop alternative benchmarks, design backtesting or other methodologies to test the models, its assumptions and limitations - examine the model sensitivity to changes to the inputs and stability. - perform model testing and documentation - develop model monitoring plan and help in model implementation - liaise with the other business partners within the bank, including Front Office Quants, Market Risk and Product Control - provide subject matter expertise and support business - deliver high quality client services, including work products, within expected timeframe and budget - participate in client engagements/projects, meetings, PoCs, RFPs etc., Key Skills - Minimum 4 years of experience in quantitative analytics domain with 3+ years of experience as FX quant - Prior rich experience as model developer in FX quant space with experience in development, testing documentation and performance monitoring of the pricing and VaR models for the FX business - Sound understanding of Stochastic calculus, Advance Statistics, Numerical Analysis, Probability theory and random process and/or Derivative Pricing. - Deep understanding of various FX vanilla and exotic derivatives products - Ability to manage own assignment independently and guide the junior team members. - Strong expertise in Python, R, C++, C# etc., - Ability to work effectively in cross functional teams, including country/regions business stakeholders, model validation and governance teams, and model implementation team. - Ability to communicate technical information verbally and in writing to both technical and non-technical audiences. - Experience in developing/validating methodology for quantitative analysis.

Pune

Bangalore

Solytics Partners - FX Quantitative Analyst 

Solytics Partners - FX Quantitative Analyst  ,Job Description for Solytics Partners - FX Quantitative Analyst  in Solytics Partners in  Pune Bangalore for (4-8) years of experience. Apply Now!

Job Description for Solytics Partners - FX Quantitative Analyst  in Solytics Partners in  Pune Bangalore for (4-8) years of experience. Apply Now!