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11/07 Anshul Bangia
Partner at Symphoni HR

Views:3260 Applications:38 Rec. Actions:Recruiter Actions:0

VP/ED - Quantitative Research - Rates - Bank (10-20 yrs)

Mumbai Job Code: 719737

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.

Core Responsibilities:

- 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

Essential Skills:

- 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

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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