Posted By
Posted in
Banking & Finance
Job Code
1352763
Job Duties
- Work in the line focusing on Quantitative Modeling and Market Risk Analytics
- The candidate will primarily be working on quantitative modelling and Pricing/Market risk engagements like:
- Validation/development of valuation models across asset classes equities, commodities, rates, credit, mortgages
- Development, testing and validating pricing models using C++/Python/R/client-proprietary tools
Qualification:
- Bachelor's/Master's degree in Mathematics/Financial Engineering/Quantitative Finance/other quantitative disciplines with strong understanding of valuation theories/concepts
- FRM/CQF/CFA certification would be a plus
- Knowledge of programming languages (Excel VBA, Python, R etc.)
Skills required:
- Strong quantitative background - experience in model development or validation a plus
- Basic understanding of Mathematics and statistics in terms of linear algebra, probability theory
- Basic understanding of fixed income and equity derivatives, volatility surfaces, interest rate curve construction and Greeks
- Good understanding of workings of a Bank (processes, Committees, systems etc.) and Banking products across fixed income, derivatives, retail etc.
- Understanding of VaR and different VaR modelling and backtesting techniques
- Understanding of statistical concepts/ time series modeling
- Experience in Python/C++
- Strong communication and documentation skill
Note : Immediate joiner or Serving notice OR official Notice period: 1 months not more than this. 2 months or 3 months' Notice period won't work.
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Posted By
Posted in
Banking & Finance
Job Code
1352763