VP/Director - Quant

Responsibilities:

- Work closely with trading and sales and build quantitative tools for pricing, proprietary trading strategies, portfolio analysis etc.

- Help in restructuring, enhancement and maintenance of a large number of existing and new quantitative live reports for various markets and product classes

- Help in restructuring, enhancement and maintenance of a large number of existing and new quantitative live reports for various markets and product classes

Skills:

- Good Quantitative and analytical skills.

- Experience of working in Matlab, R or other statistical tools

- Good understanding of derivative pricing and time series analytical methods

- Strong focus on precision and detail