Job Position : Assistant Manager– Quantitative Research

Job Description :

Knowledge of various financial derivatives across asset class (Fixed Income, Credit Derivatives, Equity Derivatives, FX etc..)
•Implement financial or statistical techniques in Excel. Use VBA accordingly to write algorithms
•Conduct exhaustive research and understand the research in terms of the direction and usability towards the project
•Analyze data using various statistical and financial methods like using Regression, Time series analysis, PCA etc.
•Able to follow overall research, very often conducted in parallel legs, and able to the recognize the
•Aptitude for applying mathematical modeling to financial products/markets
•Must be independent enough to look for solutions to problems, but keep detailed records of what assumptions and steps were taken, and be able to communicate the logic in a clear and concise manner.

Skills
•4-5 year relevant experience in financial derivatives
•Exposure in implementing quantitative analytical pricing models, valuation and identifying investment strategies
•Excellent communication skills (both written and oral)
•Project management and team leading skills
•Exposure to atleast one other tools like Eviews, SPSS, Matlab, R, SAS
•MS Excel financial modelling in VBA and Python
•Bachelor’s or Masters degree in Finance, Statistics, or Math or Engineering, or Econometrics
•Knowledge of the working of financial markets , macro economic factors influences and trading techniques
•Experience in back testing/ validation of trading strategies
•Knowledge of various statistical techniques to analyze data like Regression, PCA etc.
•Knowledge of how to apply numerical techniques of computing to price derivative securities

Company Name : Client of Symmetrical

Location : Noida

Job Code : HR/SGS/994

Experience : 4

Job Salary

Last Date To Apply : 31-08-2016

Posted on : 23-08-2016