AM - Stochastic Calculus/C++/Exotics - Investment Bank - IIT/IIM/NIT

Top MNC investment bank hiring for Mumbai.

Job Location - Mumbai

Designation - Assistant Manager

Candidate Qualification : PhD / M. Sc (Financial Engineering / Statistics / Mathematics) / M.Tech / B.Tech from (IIT / BITS / NITS) / IIM PG

Set Skills: "Stochastic Calculus, C++ & Exotics"

Responsibilities

Individual will perform as a contributing member in

- Designing and Implementing models/methods/products in the legacy software

- Creating and implementing tests to validate risk management frameworks for exotic equity derivatives

- Contribute towards debugging and implementation of risk management frameworks

- Understand business requirements and translate those into deliverables.

- Identify and eliminate possible obstacles and identify alternative solutions

- Effectively communicate business, technical and product information at all levels