Quantitative Analyst

Key deliverables include:

- Gain thorough understanding of quantitative models, markets, analytical techniques.

- Works closely with DB trading and sales and build quantitative tools for pricing, proprietary trading strategies, portfolio analysis etc.

- Helps in restructuring, enhancement and maintenance of a large number of existing and new quantitative live reports for various markets and product classes.

Required Skills

- Understanding of computationally expansive problems and programming

- Knowledge of financial instruments in fixed income markets.

- Understanding of derivative pricing and time series analytical methods

- Experience of working in Matlab, R or other statistical tools.

Educational background and personality

- Strong analytical and quantitative background (degree in mathematics, physics, computer science or engineering)

- Interest in mathematical finance and modelling

- Good communication skills and team work

The candidate should have atleast 2 years of relevant experience.

Please send your updated profile to ranjana@altavis.co.in