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21/02 Maaz Ansari
Deputy Manager at ABC Consultants

Views:4895 Applications:127 Rec. Actions:Recruiter Actions:127

Vice President - Market Risk Analytics Platform (5-15 yrs)

Mumbai Job Code: 667677

Hiring across level hence open to 2-11 years of work experience provided person should be premier college pass out.

The primary responsibilities for this role will include :

- Work on the implementation of the next generation of Market Risk analytics platform.

- Integration of pricing models.

- Work on analytics delivery for Market Risk calculations.

- Improvement of performance and scalability of analytics algorithms.

Overall, the candidate will need to work closely with teams at onshore locations and will need to be proactive to improve desk efficiencies, access and learn highly sophisticated solutions.

Qualifications:

- Good interpersonal and communication skills, ability to work in a group

- Graduate degree in a technical field, such as Math, CS, Physics, or Engineering.

- Expertise in C++ and/or Python, including experience with numpy, scipy and/or pandas

- Expertise in data structures, standard algorithms and OO design.

- Strong software design skills and implementation skills

- Strong analytical and problem solving abilities.

- Probability theory, financial math or stochastic calculus is a plus

- Development using multi-threading, GPU, MPI, grid, or other HPC technologies is a plus

Ideal candidates for these positions would be a graduate/post-graduate from a premier college or institute. A computer science or mathematics background will be most suitable.

This job opening was posted long time back. It may not be active. Nor was it removed by the recruiter. Please use your discretion.

Women-friendly workplace:

Maternity and Paternity Benefits

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