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  • 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 and communication of internal and external reporting following on these risk monitoring activities - Respond to risk management ...

  • We need below Skillets. Basic understanding of Financial Markets and Instruments - Programming ability in one or more of the following (C, C++, C#, Java, Python) - Understanding of Derivative Pricing Theory - Understanding of Time Series Analysis - Understanding of Linear Algebra, Optimization - Understanding of Machine Learning techniques - Familiarity with Financial Databases, and ability to work with Relational ...

  • 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 time series modelling, scenario analysis, and model back testing. The projects are data intensive and would ...

  • 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

  • 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 ...

  • 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 time series modelling, scenario analysis, and model back testing. The projects are data intensive and would ...

  • is an extension of the global Front Office Quant Modelling group. The Quant Modelling team has the responsibility of developing and maintaining financial models for the pricing and risk management of all the derivatives and structured financial products that various desks of the bank trade and manage ...

  • is an extension of the global Front Office Quant Modelling group. The Quant Modelling team has the responsibility of developing and maintaining financial models for the pricing and risk management of all the derivatives and structured financial products that various desks of the bank trade and manage ...

  • is an extension of the global Front Office Quant Modelling group. The Quant Modelling team has the responsibility of developing and maintaining financial models for the pricing and risk management of all the derivatives and structured financial products that various desks of the bank trade and manage ...

  • is an extension of the global Front Office Quant Modelling group. The Quant Modelling team has the responsibility of developing and maintaining financial models for the pricing and risk management of all the derivatives and structured financial products that various desks of the bank trade and manage ...

  • Equity Structuring: 1 role Should be working on structuring of price structured products, ETS, Stocks, Funds Excellent Equity derivative knowledge VBA knowledge is a must Check for people working in Quant Index strategy teams (QIS) Index maintenance work profile Exp: 1- 3 years Looking from

  • Perform quant driven development for Market Risk Methodology desk Development of Historical Simulation VaR framework for full reval ECB Stress Testing Parameter recalibrations for Monte Carlo VaR & Economic Capital Backtesting of models and Risk factor backtesting of VaR Development of pre-deal

  • and Statistics / other quant concepts used in above areas - Good technical skills - exposure/hands on to at least one of the below programming language/database: Programming and Algorithms: R, Python, Java, C++, Matlab, VBA etc. Database and SQL: MS Access, MySQL, Oracle etc. - Advanced degree

  • is an extension of the global Front Office Quant Modelling group. The Quant Modelling team has the responsibility of developing and maintaining financial models for the pricing and risk management of all the derivatives and structured financial products that various desks of the bank trade and manage ...

  • is an extension of the global Front Office Quant Modelling group. The Quant Modelling team has the responsibility of developing and maintaining financial models for the pricing and risk management of all the derivatives and structured financial products that various desks of the bank trade and manage ...

  • is an extension of the global Front Office Quant Modelling group. The Quant Modelling team has the responsibility of developing and maintaining financial models for the pricing and risk management of all the derivatives and structured financial products that various desks of the bank trade and manage ...

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