Roles and responsibilities:-
• Knowledge of various financial derivatives across asset class (Fixed Income, Credit Derivatives, Equity Derivatives, FX etc.)
• Be able to implement financial or statistical techniques in Excel. Use VBA, Python or other language accordingly to write algorithms
• Conduct exhaustive research and understand the research in terms of the direction and usability towards the project
• Analyse 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
• 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
Ideal Candidate:-
• 4-5 year relevant experience in financial derivatives
• Exposure in implementing quantitative analytical pricing models, valuation and identifying investment strategies
• Background in statistics and econometrics
• Experience in back testing/ validation of trading strategies
• Knowledge of the working of financial markets , macro-economic factors, influences and trading techniques
• Knowledge of various statistical techniques to analyse data like Regression, PCA etc.
• Knowledge of how to apply numerical techniques of computing to price derivative securities
• Excellent communication skills (both written and oral)
• MS Excel financial modelling in VBA and Python
• Bachelor’s or Master’s degree in Finance, Statistics, or Math or Engineering, or Econometrics