Vice President/Associate - Market Risk - Quant Research - Investment Banking

This is a quantitative Analytics position within the Market Risk Core Infrastructure, Model Performance & Time Series team of MR QR group with a focus on infrastructure and model performance, The role affords the new team member opportunities to gain cross-asset experience in a wide range of business areas and its product and models, while contributing to the model development for business specific as well as bank-wide models.

The primary responsibilities for this role will include:

- Work on the implementation of the next generation of Market Risk analytics platform.

- Integration of pricing models.

- Work on the delivery for Market Risk analytics

- Model performance analysis.

- Improvement of performance and scalability of analytics algorithms.

- Automation of the models monitoring: Automated detection & identification of model issues.

Qualifications:

- Good interpersonal and communication skills, ability to work in a group

- Graduate degree in a technical field, such as Math, CS, Physics, or Engineering.

- Expertise in C++ and/or Python, including experience with numpy, scipy and/or pandas

- Expertise in data structures, standard algorithms and OO design.

- Strong software design skills and implementation skills

- Strong analytical and problem solving abilities.

- Pricing models theory or stochastic calculus is a plus

- Development using multi-threading, GPU, MPI, grid, or other HPC technologies is a plus.

Tejashree Waradkar
Team Leader
Dir No: +91 22 66848569| 66848269/ Mob No .8454843560 /8850817160