CRISIL GR&A - Senior Quant Analyst

Job title : Research Analyst/ Senior Research Analyst (Quants)

Location : Pune

Experience : 3+ years

Job Duties :

- Support clients in maintenance of databases for building and running analytical models. Should be comfortable with large datasets.

- Conducting regressions, correlations etc. in a multi-asset environment.

- Understanding the underlying mathematical, numerical and financial methodologies.

- Developing and executing various model test plans. Writing/modifying model implementation scripts

Qualification :

- Masters in Science with specialization in Applied Statistics and Informatics or Econometrics

Skills required :

- Good Math skills and excellent knowledge of Stochastic Calculus, Partial Differential Equations and Numerical methods

- Finance/Financial mathematics knowledge desirable

- Willingness to work in the Quant finance area

- Ability to work on standalone research projects involving forecasting so the candidate must have econometric skills.

- Familiarity with some of the following, SAS, Minitab, R, SQL, C/C++, Ubuntu, Fedora, and MS Office applications

- Excellent written and verbal communication skills (English)

About CRISIL GR&A :

CRISIL Global Research & Analytics (GR&A) is the largest and top-ranked provider of high end research and analytics services to the world's leading commercial and investment banks, insurance companies, corporations, consulting firms, private equity players and asset management firms. CRISIL GR&A operates from research centers in Argentina, China, India and Poland, providing research support across several time zones and in multiple languages to global organizations. It has deep expertise in the areas of equity research, fixed income research (covering global economies, 150 global sectors and over 3000 global companies), valuations, pricing complex derivatives, structured finance, risk management, actuarial analysis and business intelligence.