Junior/Senior Quantitative Analyst - BFSI

Please find job details :

Responsibilities :

- Manage a team of quant analyst and developers

- Drive clearing house margin, stress and collateral management models R&D.

- Define business requirements and specifications for model upgrades and enhancements.

- Perform risk analysis and develop risk solutions for new products across all asset classes.

- Model specific risks such as concentration charges and wrong way risk.

- Contribute strongly to "hands-on" and ad-hoc requests for development and solutions in time- critical situations.

- Document and present risk models and risk reports for clearing members, regulators, risk committees and boards.

- Interact with risk departments to provide support for existing clearing house quantitative models.

- Interact with technology groups for production implementation design.

Knowledge and Experience :

- PhD or Masters in Physics, Mathematics, Quantitative Finance, Statistics, or a relevant scientific field.

- 7+ years of work experience in quantitative finance fields from financial institutions, with proven record designing or implementing quantitative finance models.

- Strong mathematical knowledge of financial derivatives pricing and risk management models.

- Excellent quantitative, analytical and problem-solving skills with solid knowledge of statistics, particularly time series analysis.

- Excellent C++ and Python required. 7+ years of experience required

- Strong numerical methods skills.

- Capable of working under pressure within a diverse team to accommodate tight deadlines.

- Excellent oral and written communication skills. Capable to articulate complex concepts to senior management on a regular basis.

Interested please revert with the below details ASAP along with your updated resume.

Primary skills:

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