Vice President – Quant & Interest Rate Modelling – Investment Bank

9 - 14 Years
Mumbai

Job Description

An exciting opportunity for a Quantitative Finance & Mathematical Modeling professional from Financial mathematics background (Tier 1/ Tier 2) who has hands on experience in Interest Rate Modelling, Hybrid models eq/fx models, and programming
You would be part of Quantitative Research/Finance team developing models and implementing them in C++ / python for pricing and risk managing derivatives. 
If you are someone with 9+ yrs of relevant experience & from a quantitative background with knowledge of financial products,IR derivatives/Exotics, probability theory, stochastic processes, partial differential equations, and numerical analysis and with Masters/PhD in Mathematics/Mathematical Finance/ Engineering then this job is for you.

Location:
Mumbai

Your Future Employer:
A leading, global firm with a distinguished clientele providing extensive financial and asset management services.

You will be responsible for:

  • Building Interest Rate Models/ Hybrid models , eq/fx models and implementing them in C++ / python for pricing and risk managing derivatives.
  • Rapid prototyping of models and products; benchmarking and comparing results of various techniques.
  • Explaining model behavior and predictions to traders and controllers.
  • Identifying major sources of risk in portfolios, carrying out scenario analysis, providing guidance / debug analytics.
  • Writing well-formulated documents of model specification and implementation testing.


A Successful Candidate:

  • Masters /PhD or equivalent degree from top tier schools/programs in Mathematics, Mathematical Finance, Physics or Engineering with minimum 9+ yrs of experience in Model Validation/ Model development (Interest rates / hybrids models) from the finance industry.
  • Prior experience in interest rate models, eq/fx models, and strong software development programming skills in C++ /Python.
  • Knowledge of financial products, especially IR derivatives, IR exotics
  • Good understanding and experience in probability theory, stochastic processes, partial differential equations, and numerical analysis
  • Strong quantitative, analytical, and problem solving skills
  • Strong written and verbal communications and confidence to engage with senior stakeholders
  • Proactive, independent and focused individual with excellent communication and interpersonal skills.


What is in store for you?
  • A meritocratic culture with great career progression.
  • Fast track career growth.
  • Work in a dynamic environment for an established research and analytics brand and their Fortune 500 clients.

Reach Us:
If you think this role will add value to your career, kindly write me an email along with your updated CV on tavleenbindra@crescendogroup.in for a confidential discussion on the role.


DISCLAIMER
Crescendo Global is an ISO 9001:2015 certified, equal opportunity Leadership Hiring consulting firm. Crescendo Global consultants value diversity in the talent they identify for its Global and Fortune 500 clients. Crescendo Global does not discriminate on the basis of race, religion, color, origin, gender, sexual orientation, age, marital status

Salary: INR 35,00,000 - 40,00,000 P.A.

Industry:Banking / Financial Services / Broking

Functional Area:Analytics & Business Intelligence

Role Category:Analytics & BI

Role:Analytics Manager

Employment Type:Permanent Job, Full Time

Keyskills

Desired Candidate Profile

Please refer to the Job description above

Education-

UG:B.Tech/B.E. - Any Specialization, B.A - Any Specialization

PG:MBA/PGDM - Any Specialization, M.Tech - Any Specialization, MCA - Computers, MS/M.Sc(Science) - Any Specialization

Doctorate:Ph.D - Advertising/Mass Communication

Company Profile

Crescendo Global Services

Crescendo Global is an ISO 9001:2015 certified, equal opportunity Leadership Hiring consulting firm. Crescendo Global consultants value diversity in the talent they identify for its Global and Fortune 500 clients. Crescendo Global does not discriminate on the basis of race, religion, color, origin, gender, sexual orientation, age, marital status, veteran status or disability status.
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Recruiter Name:raghav choudhary

Contact Company:Crescendo Global Services

Jobs at Crescendo

People

Raghav

Raghav Choudhary
Managing Director – India

Raghav is responsible for leading Crescendo Global, a strategic part of Crescendo Group International. Crescendo Global consultants across Mumbai and Gurgaon offices provide strategic support to their clients who are largely Fortune 500 firms looking for specialist talent in Niche domains across India.

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