Solytics is seeking a strong FX Quant professional to be a member of Quant team focussed on development, testing documentation and performance monitoring of the pricing and VaR models for the FX business. Responsiliblites: - 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, PoC- s, RFP's etc., Key Skills: - Candidate must have sound understanding of Stochastic calculus, Advance Statistics, Numerical Analysis, Probability theory and random process and/or Derivative Pricing - 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/region's 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.

Anywhere in India/Multiple Locations

 Solytics Partners - FX Quantitative Analyst 

 Solytics Partners - FX Quantitative Analyst  ,Job Description for  Solytics Partners - FX Quantitative Analyst  in Solytics Partners in  Anywhere in India/Multiple Locations US for (4-8) years of experience. Apply Now!

Job Description for  Solytics Partners - FX Quantitative Analyst  in Solytics Partners in  Anywhere in India/Multiple Locations US for (4-8) years of experience. Apply Now!