VP/ED - Quantitative Research - Rates - Bank

Our Client- a leading Global Bank is looking for an VP/ED - Quantitative Research - Rates in their Rates team based out of Mumbai which primarily takes care of model research and development, pricing and risk investigation, product-specific analysis, software development and discussions with the trading desk.

Core Responsibilities:

- Enhance pricing and risk models for fixed income derivatives and implement them in python and C++

- Identify major sources of risk in portfolios, carry out scenario analysis, provide guidance / debug analytics.

- Rapid prototyping of models and products; benchmark and compare results of various techniques

Essential Skills:

- High level of proficiency in C++ and Python programming

- Excellence in probability theory, stochastic processes, partial differential equations, and numerical analysis

Relevant experience - Quant Research and Model Development