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  • Teach Quants/DI/LR to students preparing for CAT.Prior teaching experience in training CAT aspirants for at least 3-4 years. Remarkable problem-solving skills and numeracy skills. Delivery of training as per prescribed process.Flexible to work on weekends. Knowledge of current trends & developments

  • Job Description : - Development of statistical and econometric models to forecast risk factors like Equity, Rates, Credit etc required for stress testing purpose - Test the models on extensive technical and fundamental criteria to ensure models are fit for purpose - Communicate complex modeling

  • We are looking for candidates who are having 2 to 4 Years of experience in High Frequency, Low Latency Strategies for a Delhi Based Trading MNC Job Description: - Develop optimal strategies for Equity, Futures and Options. Below are kind of strategies we are looking for : 1) Market making Desired Candidate Profile Key Skills we are looking for : - A Ph.D. or Master's Degree in Mathematics/Statistics ...

  • Opportunity in Leading Investment Bank Model Validation Quant Responsibilities Include : - Maintenance and enhancement of model validation and model risk framework - Development and execution of risk monitoring methodologies (VaR, market and liquidity stress testing, credit exposure simulation) Desired Candidate Profile The Successful Applicant : - Graduate degree in finance, mathematics, engineering, computer ...

  • - Maintenance and enhancement of model validation and model risk framework - Development and execution of risk monitoring methodologies (VaR, market and liquidity stress testing, credit exposure simulation) - Monitoring of risk limits and other risk management techniques - Development

  • Prior teaching experience to CAT/ CLAT/ Bank SSC aspirants. Must have hands on teaching English / Quant / Reasoning and GK. Teach Verbal/Quants/DI/LR to students preparing for CAT. Prior teaching experience in training CAT aspirants for at least 3-4 years. Remarkable problem-solving skills

  • We are looking for candidates who are having 2 to 4 Years of experience in High Frequency, Low Latency Strategies for a Delhi Based Trading MNC - Develop optimal strategies for Equity, Futures and Options. Below are kind of strategies we are looking for : 1) Market making in Nifty and Equity

  • We are looking for candidates who are having 2 to 4 Years of experience in High Frequency, Low Latency Strategies for a Delhi Based Trading MNC - Develop optimal strategies for Equity, Futures and Options. Below are kind of strategies we are looking for : 1) Market making in Nifty and Equity

  • - Develop optimal strategies for Equity, Futures and Options. Below are kind of strategies we are looking for : 1) Market making in Nifty and Equity options by pricing the options. 2) Short term price prediction models using machine learning . 3) Short term momentum based strategy using Order

  • Improve market Micro-Structure Design and develop new products and instruments Provide knowledge and training [internal and external] Bring in advanced technology and system Provide quantitative research and modelling Key Accountabilities: Quantitative modelling and research. This would include

  • Improve market Micro-Structure Design and develop new products and instruments Provide knowledge and training [internal and external] Bring in advanced technology and system Provide quantitative research and modelling Key Accountabilities: Quantitative modelling and research. This would include

  • We are looking to hire candidates who are expert in Quant Research, Quant Strategy. Candidates with High Frequency or Low Latency Strategy experience will be highly preferred. - Developing mathematical models for systematic quantitative trading strategies, for example, Electronic Trading

  • - Development of statistical and econometric models to forecast risk factors like Equity, Rates, Credit etc required for stress testing purpose - Test the models on extensive technical and fundamental criteria to ensure models are fit for purpose - Communicate complex modeling and statistical

  • - Development of statistical and econometric models to forecast risk factors like Equity, Rates, Credit etc required for stress testing purpose - Test the models on extensive technical and fundamental criteria to ensure models are fit for purpose - Communicate complex modeling and statistical

  • - Development of statistical and econometric models to forecast risk factors like Equity, Rates, Credit etc required for stress testing purpose - Test the models on extensive technical and fundamental criteria to ensure models are fit for purpose - Communicate complex modeling and statistical

  • Counterparty Credit Risk Quant - Investment Bank (2-4 yrs) Opportunity in Leading Investment Bank Model Validation Quant Responsibilities Include : - Maintenance and enhancement of model validation and model risk framework - Development and execution of risk monitoring methodologies (VaR, Required Skills : - Quantitative ability and knowledge necessary for detailed analysis of derivative risk - Strong verbal and ...

  • To develop quality Content and delivery for the Quantitative aptitude/Reasoning section of CAT/GMAT/Bank PO/Civils/Regional MBA To develop content for E-Learning Modules and other Web related activities. To cater to the queries and doubts of the customers. Freshers can also apply Additional

  • end-to-end project delivery with onsite / offshore teams Helping develop newer capabilities and executing trial assignments Working on risk modeling, risk model validation activities as maybe required Managing small team/s of quant analysts Focusing on newer technologies (Big Data) and newer modeling

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