• Job Title: Trade Finder - Quant Jobs in Mumbai,India - 25047244


Job Description:

Job Id 544 Job Title Trade Finder - Quant Industry Banking, Financial Servcies & Insurance Functional Area Accounting / Finance / Tax / Audit / Company Secretary Salary 20 Lac - 30 Lac About the Client The company is one of the leading Corporate and Investment Banking Centre, wholly owned subsidiary of an Investment Bank based in Mumbai In CIB, the Company carries out its capital markets business, including its origination, sales and trading activities in debt, equity and other securities, as well as its advisory, credit and transaction banking businesses It is further sub-divided into the Corporate Divisions Corporate Banking & Securities (CB&S) and Global Transaction Banking (GTB) CB&S includes the Business Divisions Markets and Corporate Finance, which globally carry out its securities origination, sales and trading businesses, as well as its mergers and acquisitions advisory and corporate finance businesses Global Transaction Banking its cash management for corporate and financial institutions, trade finance business, as well as trust and securities services 1 Drive projects that offer high end quantitative, business driven solutions for complex problems a Quantitative Analysis on Large Datasets such as Time series analysis, rich cheap analysis, P&L/Business Drivers Analytics etc b Design & Development of executable pricing tools for cross asset derivative products c Portfolio Analysis Engine to calculate MTM, Greeks, VaR, RWA, CVA Charge & Funding Charge d Implementation of regulatory projects such as CRD4 Balance Sheet reduction using optimizations, market data engine for Dodd-Frank Initial margin calculations etc 2 Projects are characterized by cross-silo counterparties, large data volumes and sophisticated analytical requirements Desired Candidate Profile 1 Strong educational background in Engineering/Science (IIT candidates) 2 Quant/Analytical Skills a Experience with applied econometrics (Hypothesis testing, PCA, Linear/Non-Linear Regression etc) b Knowledge of Numerical Optimization Techniques (BFGS, Levenberg-Marquardt etc) c Knowledge of applied linear/Integer linear programming, dynamic programming & greedy algorithms d Experience/Knowledge of working with big data (data science) 3 Programming Skills a Advanced knowledge of any one modern programming knowledge (C/C , Java, Perl, Python, Scheme etc) b Experience with relational database design (oracle, mysql, postgreSQL, DB2 etc) c Experience with Statistical Tools (Matlab, SAS, R etc) and Unix Shell Scripting d Basic knowledge of User Interface design & Implementation (JSP, Javascript, jQuery, HTML etc) 4 Financial Analytics a Advanced knowledge of Value At Risk calculations methods (Historical, parametric & Simulations) b Advanced knowledge of portfolio exposure calculations (RWA, CVA, CSA charges) c Advanced knowledge of yield curve construction and vol calibration (boot-strapping, interpolation techniques, sabr/local vol models, smile/skew calibration) d Knowledge of Derivative Pricing Methods (Monte Carlo, PDE/Tree Models) 5 Knowledge of instrument specific features and properties of Bonds, FRAs, Swaps,Cross currency swaps, Swaptions, Default swaps, Options 6 Advanced Knowledge of margin calculations for listed derivatives and other exchange traded products 7 Basic knowledge of valuation, booking, settlement, collateral management and clearing mechanism

Profile Summary:

Employment Type : Full Time
Eligibility : Any Graduate
Industry : Recruitment/Placement Agencies, Consulting Services
Functional Area : IT Software : Software Products & Services
Role : Software Engineer
Salary : As per Industry Standards
Deadline : 10th May 2020

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