Minimum Requirements : - Significant exposure in hands-on trading or working closely with traders as a quant or risk manager - Proven experience in creating quantitative tools to support pricing or risk calculations in MatLab/C++/R/Python - Deep understanding of VaR models and material issues for different asset classes - Minimum Masters level in Math/Science/Engineering discipline - Good understanding of statistics and familiarity with sophisticated tools for numerical analysis and good understanding of econometrics approaches would be an advantage. - Relevant working experience in either Risk Management or quantitative model development or validation. - Open personality and effective communication skills, ability and flexibility to work in an international team Desirable requirements : - Understanding of FRTB's impact on market risk capital calculations - Understanding of valuation of capital markets products, and related processes such as PnL explain, Independent Price Verification and Fair Value adjustments - Ability to guide the work of others Flexibility : - Should be flexible to work from different locations - Should be flexible to travel to onsite / offshore - Should be flexible to work in a team or as an individual contributor

Bangalore

Vice President - FRTB - Quant - Investment Bank 

Vice President - FRTB - Quant - Investment Bank  ,Job Description for Vice President - FRTB - Quant - Investment Bank  in BlackTurtle in  Bangalore for (9-15) years of experience. Apply Now!

Job Description for Vice President - FRTB - Quant - Investment Bank  in BlackTurtle in  Bangalore for (9-15) years of experience. Apply Now!