Posted By
Posted in
Banking & Finance
Job Code
648274
We have an opening with a client who are a captive unit of an MNC bank. They are looking to set up several quant support teams for the front office. The role details are :
- Analyse and researching specific products
- Structuring by valuing and providing a risk management service for exotic trades,
- Initiate and implement mathematical models of the trade in line with requirements.
- Provide Traders and Structurers with functionality so that they can use the model
- Model the pricing and run standard and VAR stresses on the model and its output prices.
- Provide information to Market Risk, as well as base validations of trades to the accounting systems and downstream feeds to various other internal systems.
- Provide a library of functions to Global Markets - Structurers, Traders.
The role is open to candidates from 3-10 years of experience with a background in market risk and knowledge of coding as well as concepts such as stochastic calculus, monte carlo simulations etc
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Posted By
Posted in
Banking & Finance
Job Code
648274