GBM - Public Dept-Bengaluru-Vice President-Quantitative Engineering
Bengaluru, Karnataka, India
INR 3000K-4500K (estimate) Executive-level Full Time
Tasks
- Design automated risk management frameworks
- Develop derivatives pricing models
- Drive process improvements in pricing booking and risk workflows
- Maintain derivatives pricing models
- Partner with traders on risk management
- Perform P and L attribution
- Support onboarding of products and markets
Perks/Benefits
- N/A
Skills/Tech-stack
Automated Risk | C plus plus | Derivatives pricing | Equity Derivatives | Equity swaps | Futures | Java | OTC Equity | OTC Equity Derivatives | P and L | P and L Attribution | Python | Risk Management | Structured products
Education
Bachelor of Engineering | Bachelor of Science | Master of Science | PhD
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