int(11092)
Mumbai, India

Quant Developer

Our client is one of the leading global banking firms which provides industry-focused services for clients across geographies. We are currently looking for a skilled professional to join their Quantitative Risk Management team in Mumbai.

 

Please contact Shashwat or email your cv directly in word format with Job ID 13361 to riskandquants-in@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 7 business days, we regret to inform you that your application for this position was unsuccessful.

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Key responsibilities

  • Develop a comprehensive library for analytical testing and reporting in Python.
  • Design and implement tests to validate risk models (including market risk, CCR, FRTB capital models, etc.) through benchmarking, back-testing, scenario analysis, and edge conditions.
  • Ensure models meet their objectives and prepare model review documentation.
  • Conduct model risk analysis and contribute to the broader model validation efforts.

Role requirements

  • 1-4 years of relevant experience in software development in Python – covering both procedural and functional programming, with strong experience in managing Python environments and using key libraries and frameworks such as Numpy, Scipy, Pandas, Matplotlib, Dask, sci-kit-learn, and PyTorch.
  • Bachelor’s or Master’s degree in quantitative or engineering domain from Tier 1 universities.
  • Basic understanding of risk models (across market risk and counterparty risk), financial products and pricing methods.
  • Candidates having experience in conducting model validation, back-testing, review and scenario analysis would be preferred.
  • Please note: We are open to looking at candidates who come from software development experience outside of BFSI domain.

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Quant Developer

Mumbai, India

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