Job Description

Description

  • Familiarity with pricing models of capital markets products including exotic derivatives and various risk management practices.
  • The candidate should display a thorough knowledge of derivative instruments, pricing and valuation as well as risk profiles.
  • Model implementations using regression methods, Monte Carlo simulation, tree method and PDE approaches.
  • Knowledge of quantitative risk management models, stochastic calculus, statistics and numerical resolution methods.
  • Knowledge of VBA, SAS, MatLab, R, Python, Eviews, C++ etc. will be an added advantage
  • A CQF/CFA/FRM qualification would be an advantage.

Education

BE, B.Tech, B. Statistcs or Masters degree in given.

Specialized Knowledge

Model Validation.

Skill Set (Must)

  • Strong foundation in statistics, data science or quant...

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