Quant Analyst/Associate - Inv Bank

We have 3 openings for Quant analysts/associates for captive units of leading investment banks.

All roles are based in Mumbai. Please send your resumes with your role preference mentioned in the subject line.

Role 1. Quant Role in back testing

- Candidates working in Risk in other institutions with some programming experience.

- Candidates with quant background with strong programming knowledge will also do. – VBA, C++

- Analyze biggest daily exposure and capital moves.

- Calculate counterparty exposures and calculations and work on back testing

Role 2. Quant role in trade analysis

- Calculate credit risk across all asset classes and derivatives

- Check for errors between pre and post trade analysis and identify discrepancies

- Exposure corrections across on a constant and regular basis.

- Knowledge of credit risk and derivative products is necessary

Role 3. Quant Role in Credit Risk

- Measure Potential Exposure with respect to credit risk quantification

- Work on modeling specific to Potential Exposure

- Work closely with teams in London & Mumbai on systems and models

- Work with managers on structured transactions