Job Views:  
18215
Applications:  156
Recruiter Actions:  150

Job Code

545325

Manager - Lead Quantitative Analyst

3 - 7 Years.Bangalore
Posted 6 years ago
Posted 6 years ago

- Development and validation of new products to support complex new trades, in particular equity / rate hybrid derivatives

- Development of new models and validation of reserves methodologies,

- Participate in the implementation of the model governance framework

- Provide support of product development tasks:

- Develops new products with their appropriate model, model calibration tools and risks.

- Develops and maintains complex products such as Vol Caps, Quantitative Investment Strategies, Collateralize Loans, new one-off trades

- Defines model reserves methodologies in collaboration with Product Control and Trading. Monitors these reserves. Contributes to their industrialization

- Develop and maintain a testing framework for new products and models

- Day to day support / Bugs fixing

- Assist in the release of the Quant libraries and tools

- Assist in deploying the product development tools to users

- Experience in model development in derivatives (at least 5years), with a focus on equity rate hybrids derivatives covering dual range and callables, rate smile modelling, good knowledge of rate derivatives used for hedging

- Advanced C++ or Python

- Excellent communication and problem solving skills

- Strong technical skills

- Excellent verbal and written communication skills with very strong analytical skills.

- Motivated and a quick learner

- Attention to detail and ability to ensure that information is captured in a timely manner

Didn’t find the job appropriate? Report this Job

Job Views:  
18215
Applications:  156
Recruiter Actions:  150

Job Code

545325

UPSKILL YOURSELF

My Learning Centre

Explore CoursesArrow
Apply on the go!

Download the iimjobs app to
apply for jobs anywhere, anytime

apple

Download on

App Store

playStore

Get it on

Google Play

appPromoQr

Scan to Download