VP/AVP - Model Development - Investment Bank

Opportunity in one of the leading Investment bank in Mumbai.

Role - VP/ AVP - Model Development

Job requirement : 

1. Experience in quantitative risk management within an investment bank validating or developing VaR models (Equities & Hybrids), with a good understanding of products traded and risks generated by trading strategies.

2. Qualification is first degree in a quantitative discipline, e.g. Mathematics, Physics, Engineering, Finance, and preferably a Masters or PhD, having a strong mathematical background in statistics, time series analysis and probability theory is essential.

3. Good programming skills using one of the following C#, F#, Python or R ; Self-motivation, discipline, task focus, the ability to structure and present work and a proven record of delivering high quality results to strict deadlines.

4. Client focus and the ability to communicate effectively with senior stakeholders, including the ability to explain complex topics to a diverse range of audiences.

Desirable: 

1. Strong experience of statistical models and broader financial modeling.

2. Good knowledge including programming experience of software applications such as C++, C#, F#, R or Python.

If you find role suitable then please revert with your updated resume along with below mentioned details:

Current CTC -
Expected CTC -
Notice period -

Priya S Jha
Credence HR Services
Mobile: +91-7410044843