Partner at Symphoni HR
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VP/ED - Quantitative Research - Rates - Bank (10-20 yrs)
Our Client- a leading Global Bank is looking for an VP/ED - Quantitative Research - Rates in their Rates team based out of Mumbai which primarily takes care of model research and development, pricing and risk investigation, product-specific analysis, software development and discussions with the trading desk.
- Enhance pricing and risk models for fixed income derivatives and implement them in python and C++
- Identify major sources of risk in portfolios, carry out scenario analysis, provide guidance / debug analytics.
- Rapid prototyping of models and products; benchmark and compare results of various techniques
- High level of proficiency in C++ and Python programming
- Excellence in probability theory, stochastic processes, partial differential equations, and numerical analysis
Relevant experience - Quant Research and Model Development
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