Vice President - Front Office Stats - Investment Bank - IIT/NIT/ISI

Essential skills: Degree with a quantitative discipline (BE, B.Tech, MS in Maths/Statistics/Financial Engineering) from Tier 1 institutes

Exp: 8 to 13 years into Investment Bank

If you're a strong programmer and interested in applying your skills in the area of quantitative strategies, the Equity Derivative Strats team at Investment Bank is hiring.

We are looking for someone that is: Excellent with object oriented programming (Java, C++, or Python)

Interested in applying technical skills for designing, automating, and building in the quantitative investment strategies space

Exotic strats are responsible for implementing and supporting both the data and quant models used in exotic trading.

They also look after automation of the Exotics product flow, including pricing methodology, control of the pricing platform and automated booking.

They also assist with tooling for exotics trading, to improve the risk management and hedging infrastructure.

Enjoys working on challenging financial products for clients

Candidates should have hands-on experience in a trading risk or Strats role, along with advanced data analysis and programming skills.

We are looking at front office stats, not the risk stats, not the model risk stats, not the model development stats, actual front office trader work, actual front office trader work.

Over here to be excellent at programming, to be very good at maths, like strong stochastic calculus, strong modeling kind of roles and modeling plus very good at programming.

Programming should be object-oriented

Stochastic calculus is a branch of mathematics used to analyze systems that evolve over time with randomness.

In finance, it is fundamental for derivatives pricing, risk modeling, and quantitative finance.

It extends traditional calculus to functions driven by random processes, typically Brownian motion.

Stochastic calculus helps model: Stock price movements, Interest rate dynamics, Credit risk models

Option pricing, Portfolio risk.

Strong equity derivatives and structured products knowledge required