Assistant Vice President - Fixed Income Quant

Assistant Vice President - Fixed Income Quant

Job Description: Global Markets front office, Fixed Incomes Quant

Principal responsibilities:

- Support resolution of problems

- Support development of models

- Respond to Ad-Hoc model requests

- Ensure delivery of tasks as per the pre-defined timelines

- Evidence of effective support for problems / requests

- Timely completion of reports

- Key resources in Fixed Income Analytics team in Bangalore

- Global Quant team and Fixed Income management in London

- Internal Collaboration - Develops close and effective working relationships within respective Functions /Businesses

- As part of the team to develop a good relationship with the London team, to ensure communication lines are fluid.

- Feedback from team members

- Ensure stakeholder satisfaction through timely delivery of quality work

- Feedback from resources in London

Qualifications:

- Prior experience of 5-7 years of working as a front office quant or as a model validation quant (preferable on rates or credit) is required.

- Strong mathematical skills and background (preferably PhD or Masters in sciences or engineering or financial mathematics from premier colleges)

- Prior experience of coding in C++ or Java is desirable but not mandatory.

- Candidate would be expected to work on functional programming in C++ and Python.

- Understanding of financial mathematics and front office pricing models (rates asset class a big plus)

- Good mathematical skills (Linear Algebra, Convex optimization, stochastic calculus, multivariate calculus)

- Good communication skills

- Candidate must have a basic understanding of OOPS concept which he/she is expected to apply in Python and C++