Quantitative Research-Indices Modelling-Vice President

Aumni

Aumni

Mumbai, Maharashtra, India
Posted on Jul 18, 2024

Job Description


Are you looking for an exciting opportunity to join a dynamic and growing team in a fast paced and challenging area? This is a unique opportunity for you to work in our team to partner with the Business to provide a comprehensive view.

As Quantitative Research Vice president – Indices you will be part of team uses financial engineering, data analytics, statistical modeling and portfolio optimization techniques for financial institutions. As a global team, we partner with traders, marketers and risk managers across all products and regions, contributing to sales and client interaction, product innovation, valuation and risk management, portfolio optimization, and applying appropriate financial risk controls. We are looking for an experienced quantitative strategist to join our team in Mumbai, and work closely the trading desks to design, build, and risk manage tradable indices.

Job responsibilities

  • You have a strong programming background with proficiency in Python or C++.
  • You understand advanced mathematics used in financial modeling including topics such as calculus, numerical analysis, optimization and statistics.
  • You are experienced with object oriented programming concepts.
  • You demonstrate exceptional analytical, quantitative and problem-solving skill;
  • Your excellent communication skills, both verbal and written

Required qualifications, capabilities, and skills

  • Advanced degree (PhD, MSc or equivalent) in Engineering, Mathematics, Physics, Computer Science, etc;
  • Markets experience and general trading concepts and terminology is useful to be familiar with;
  • Knowledge of options pricing theory, trading algorithms or financial regulations;