int(6411)
Mumbai, India

Lead/Senior Lead Quant Analyst

Our client is a leading global Investment bank having model development centre in India.

 

Please contact Anamika Bhattacharjee or email your cv directly in word format with job reference no. Jo0000005055 to banking-India@theedgepartnership.com

  

Please note that due to the high number of applications only shortlisted candidates will be contacted. If you do not hear from us in the next 5 business days, we regret to inform you that your application for this position was unsuccessful.

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Key responsibilities

  • Developing mathematical models for pricing, hedging and risk measurement of derivatives securities using numerical algorithms and high-performance computing solutions.
  • Identify major sources of risk in portfolios, explain model behavior by carrying out scenario analyses, develop and deliver quantitative tools.
  • Assess the appropriateness of quantitative models and their limitations, identifying and monitoring the associated model risk.
  • Implement risk measurement, valuation models or algorithmic trading modules in software and systems.

Role requirements

  • 3-10 years of experience in managing model development with expertise in good understanding of advanced mathematical topics like probability theory, stochastic calculus, partial differential equations, numerical analysis, optimization.
  • Experience in code design and should demonstrate programming skills in C++/Python or any other programming language.
  • B.Tech. degree from a Tier 1 college or Advanced degree (PhD, MSc or equivalent) in Engineering, Mathematics, Physics, Computer Science, etc.
  • Knowledge of options pricing theory, fixed income markets, in particular interest rate products and models, is a plus.
  • Excellent communication skills, both verbal and written along with strong interpersonal skills is a must have.

Apply for this Job

Lead/Senior Lead Quant Analyst

Mumbai, India

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