Vice President/Associate - Model Assurance - Commodities

The prime responsibilities for this role will include :

- Enhance and develop our framework to evaluate complex strategies

- Implements the booking of complex strategies, working closely with structuring and trading

- Develop further our pricing and risk management library

- Liaise with trading and front office to capture requirements and help driving development of the library and tools

- Rapid prototyping & deployment of tools for use by Front-office

The candidate will need to work very closely with team in London, supporting them just as a direct extension of the team sitting out of Mumbai

Essential Skills :

- Very strong analytical and problem solving abilities

- Thorough understanding of Computer Science with high level of proficiency in Python. Good C++ skills will be an advantage.

- Excellent communication and team skills in a multi-location set up

- Close attention to detail and ability to work to very high standards

- Product knowledge: Good understanding of Derivatives and Options will be an advantage.

- Relevant experience in similar roles in Quant Research and Model Development / Validation will be an advantage