Analyst/Manager/VP - Quant Modeling

Please note: We have role across level i.e. Analyst - Manager & VP.

Eligibility : Premier institute along with strong coding and quantitative maths background such (C++ / Python / kdb and Statistics, Calculus, Scholes etc..)

Required experience : 1-12 years.

As an extension of the Firm's global markets teams around the world. It's one of a fast growing team covering multiple asset classes across geographies, which provides in-depth knowledge that is behind our Investment Banking, Structuring, Sales & Trading and Research businesses around the globe. Deeply integrated with our Investment Banking business, the team facilitates deals and transactions by providing vital research and insight.

This position is a Quant profile to support the activities of the Quantitative Research Group @ onshore, sitting out of. The Mumbai team plays a critical role in providing effective, timely and independent assessments of the Firm's booking models and also help in developing new models for structures as and when necessary.

The primary responsibilities for this role will include :

- Programming: Must have demonstrated programming experience with C++ / Python / Kdb. Experience in working / creating customized libraries will be a plus.

- Software Engineering: Duties including the full-range of programming tasks - problem analysis, solution determination, code design and development, integration, test, modification and documentation

- Model Development: Devising/improving models on new/existing product strategies, building models in the firm's platform, back-testing of strategies and reconciling back-tests with model outputs.

- Product Pricing models: Independently prepare pricing models for derivative product structures using internal pricing models as per the client requirements.

- Booking/ Deal Review: Independent quantitative evaluation of complex and technical models, focusing on payoff construction and would cover methodology, construction and testing of models.

- Reporting and Compliance: Familiarity with internal and regulatory guidelines on Model assessment and Reporting; Implementation of remediation; reviewing the process of trade booking in the proprietary systems

The candidate will need to work very closely with team at onshore, supporting them just as a direct extension of the team sitting out of Mumbai. Overall, the candidate will need to work closely with teams based in multiple onshore regions and will need to be proactive to improve desk efficiencies, access and learn bank highly sophisticated solutions.

Essential Skills :

- Highly analytical bent of mind and quantitative skills; high level of proficiency in C++ / Python / kdb programming; High performance computing

- Close attention to detail and ability to work to very high standards

- Good communication and team skills in a multi-location set up

- Relevant experience in similar roles in Quant Research and Model Development will be an advantage