On Demand Agility - Quant Analyst

I have an urgent job requirement with UBS for Navi Mumbai location.

Title-Quant Analyst

Experience-4-9 Years

Job location-Airoli,Navi Mumbai

Company-On Demand Agility Solutions Pvt Ltd (Client-UBS)

Your role

- Independently review models for Rates, FX, Credit Derivatives and Equities used in Investment bank

- Examine/make suggestions to improve the model suitability, calibration, speed, accuracy, risk sensitivities and model performance under stressed market conditions

- Analyze and approve complex transactions and model reserve methodologies

- Develop benchmark models in C++

- Work closely with front office quants, trading desks and other risk control teams

Your experience and skills:

You have:

- At least 4 years of experience working in a similar quant analyst role in investment banks

- MSc or PhD in a quantitative discipline such as Mathematics, Physics, or Computing etc

- Proficiency using C++/Python to implement derivatives pricing models (If you have very strong C++ programming background in other fields, you are welcomed to apply too)

- Excellent written and verbal communication skills (able to explain equations in plain English)

You are:

- Independent, pragmatic, concise and accurate, with strong attention to detail

- Able to apply technical understanding to practical problems

- Willing to collaborate and share knowledge with your team

Majorly profile requires experience on Credit Risk Model Development or Validation/ Market Risk Model Development or Validation & strategy building.

If interested please contact

Gaurav Sharma
Executive-Hiring
On Demand Agility Solutions