Quantitative Research Modelling Role - Investment Banking Domain

Client - One of the top most players into Investment Banking Domain. Candidate will be a part of Quantitative Research Modelling group (QR - Modelling) for derivatives and structured products for all asset classes.

Candidate will be responsible for Developing, Implementing, Enhancing, Reviewing, Testing and Documenting Models for Pricing and Risk Management.

Looking for someone with following skills sets :

1. Hands on knowledge on C++ and Knowledge of python is a plus.

2. PHD, Masters, Graduates in Mathematics/Engineering/Physics/Statistics

3. Knowledge of financial mathematics, stochastic calculus, and structured products

Note - Ideal candidates for these positions would be a graduate/post-graduate/phd from a premier college or institute or lateral hires with appropriate experience.