Senior Quantitative Analyst - Derivatives Domain - IIT/BITS/NIT

Senior Quantitative Analyst

Role : Senior Quantitative Analyst

Grade : Vice President

Location : Mumbai

CTC : 32,00,000 to 36,00,000 p.a

Education : Post-graduate from a premier college or institute (computer science, statistics, economics mathematics background would be most suitable)

Essential Skills :

- Knowledge of Derivatives is must: Strong expertise in Quantitative Finance and Derivatives theory with very good understanding of Greeks (Delta, Gamma, Theta etc.) and other risk components

- Quantitative and Analytical Skills: Good knowledge in probability theory, statistics and numerical analysis. Highly analytical bent of mind.

- Design and implement Python-based scripts to facilitate model investigations and associated data analysis

- Quantifying model performance with an in-depth analysis of various model characteristics

- Heavy-duty empirical data analysis to identify potential model weaknesses

- Investigate potential model issues