CRISIL - Quant Developer/Programmer

Job title : Senior Research Analyst

Job Duties:

- Work in the quantitative modeling team of Risk & Analytics division of CRISIL Global Research & Analytics

- The candidate will primarily be working on validation / development of valuation models 96 credit, rates, mortgages

- Would Involve Validating strategies

- The role entails the candidate to develop, test and validate pricing models using C++ and/or Python

- May be required to travel abroad given the requirements of the role

Qualification -

- Engineering Back ground/ Financial Engineer with strong experience in C++ and understanding of valuation theories/concepts

Skills required :

- Strong experience and clarity in C++

- Good quantitative skills 96 experience in model development/validation a plus

- Understanding of PDE, Lattice, simulation approaches to valuation

- Understanding of statistical concepts/ time series modeling

- Good communication skills

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.

For more information, please visit www.crisil.com/gra and www.irevna.com

If interested, click on the apply button below -