Vice President - Quant Modeling - Front Office Role - Bank

About the team:

Is an expert quantitative modeling group for derivatives and structured products for cross asset in bank.

This position is a Quant Modelling profile to carry out the modelling work from Mumbai and augment other locations.

- Make models SR 11-7 compliant which a regulatory guideline for banks for Model Risk Management

- Develop, implement, enhance, review, test and document models for pricing and risk management

- Work closely with internal and external model review groups

Qualifications:

- PHD, Masters, Graduates in Mathematics/Engineering/Physics/Statistics or any other numerate discipline.

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

- Hands on programming knowledge - C/C++/C# etc. Knowledge of python is a plus.

- Exceptional analytical, quantitative and problem-solving skills.

- Good communication and interpersonal skills.

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