Assistant Vice President - Quantitative Analyst - Bank

4 - 6 Years

Noida

Posted 4 years ago

#Quant #Pricing Analysis #Model Validation #Statistical Modeling #Analytics #Machine Learning #Python #Consulting - BFSI

Assistant Vice President/Quantitative Analyst - Bank

Our client, a leading global bank in NCR/Noida, is looking for a Quantitative Analyst at AVP level.

RESPONSIBILITIES :

- The role will require development of signals, trading strategies, pricing, hedging and portfolio management activities, and pre/post trade analytics to help various stages of e-trading activities.

- This would involve model development, testing, validation, productionizing, maintenance and support.

Modelling activities relate to :

1. Analyze market micro-structure and develop signals and trading strategies,

2. Develop pricing and hedging strategies,

3. Developing suitable pre-/post trade analytics to gain insights,

4. Developing business critical reports.

5. Implementation of the models into high quality production code within BATS

6. Support and enhance existing algorithms

REQUIREMENTS :

The prospective candidate should be adept in both Mathematical modelling and Programming. Key requirements include :

1. Coding in Java

2. R or Python

3. KDB

4. Worked on Machine Learning Tools

5. Experience in developing algorithms

6. e-trading environment.

7. Mathematical and Statistical models

8. PG or Doctorate in a numerate field