Analyst/Senior Analyst/Manager - Quant Models Validation - Equity Products

We are hiring for a leading Financial Organisation based at Mumbai

Position : Analyst/ Sr. Analyst / Manager

Experience : 2-8 yrs in Model Validation for Equity products with good knowledge in R,python, C++

Education : B.tech/ MBA from Tier 1/ Tier 2 institute

Role & Responsibilities :

- Responsible for validating the models related to equities .

- Managing and Validation Model for Equity Derivative Models

- Building framework in R /Python to calibrate the volatility factor used in back testing of Monte Carlo model for various asset class

- Create model document describing business use, conceptual philosophy, mathematical logics, and implementation and testing approach of the model developed

- Customer segmentation and targeting, promotion effectiveness and churn prevention