Quantitative Strategist - Structure Rates, Senior Associate/Manager, Fixed Income Division
COMMERZ III, OBEROI GARDEN CITY, India
INR 2500K-3500K (estimate) Senior-level Full Time
Tasks
- Analyze pricing model limitations
- Automate routine tasks
- Build and maintain pricing algorithms
- Build risk analysis algorithms and implement risk management tools
- Communicate model behavior to traders
- Develop and maintain risk and valuation models tools
- Develop pricing risk and analytics tools
- Improve market models for interest rate derivatives
- Maintain model documentation and testing evidence
- Monitor profit and loss attribution
- Perform stress tests and scenario tests
- Respond to model risk and control group inquiries
- Support interest rate derivatives trading desk
- Support model testing and approvals
Perks/Benefits
- N/A
Skills/Tech-stack
Bermudan Options | C++ | Caps | Interest Rate | Interest Rate Derivatives | Interest rate modeling | Interest rate options | Java | LMM | Loss Attribution | No Arbitrage | No-arbitrage pricing | Numerical Methods | PnL Attribution | Probability | Profit and Loss | Profit and Loss Attribution | Python | Rate modeling | Risk Management | SABR | Scala | Scenario testing | Short Rate Models | Stochastic Processes | Stress Testing | Swaptions
Education
Bachelor of Engineering | Bachelor of Science | Master of Science
Related jobs
-
AWS | Access Control | Apache Airflow | Azure | CI/CDAutonomy | Career growth | Inclusive culture | Learning and developmentSenior-level Full TimeIndia1h ago
-
Sr Data Engineer II - Salesforce (Hybrid) INR 1500K-2700KAmazon Redshift | Apache Airflow | Boomi | Bulk API | DBTMid-level Full TimeBangalore, INDIA R11h ago
-
Artificial Intelligence | ETL | Git | Pandas | PySparkCollaborative team | Personal growth | Technical mentorship | Values-driven cultureEntry-level Full TimeHyderabad, Telangana16h ago
-
CI/CD | DBT | Data Analysis | Data Modeling | Data NormalizationCharity contribution match | Corporate Volunteering Hours | Dental insurance | Employee discounts | Medical insuranceMid-level Full TimeBengaluru, KA, IN16h ago
-
Bash | Cloud infrastructure | Cloud platform | Data Ingestion | Data Ingestion PipelineAsynchronous culture | Career impact | Competitive salary | Inclusive workplace | Remote-friendlyMid-level Full TimeHyderabad, India17h ago
-
Bash | Cloud platform | Data Processing | Docker | Google CloudAsynchronous work culture | Career development opportunities | Remote or distributed setting | Supportive management approachMid-level Full TimeChennai, India17h ago
-
Bash | Data Processing | Docker | GCP | LinuxAsynchronous work culture | Remote workMid-level Full TimeKochi, India17h ago
-
API Development | Amazon SageMaker | Azure Machine Learning | CI/CD | Cloud ComputingCareer growth opportunities | Collaborative work culture | Flexible work environment | Mentoring opportunitiesMid-level Full TimeIndia17h ago
-
API Testing | Agile | Airflow | Azure | CI/CDEmployee Assistance Program (EAP) | Flexible working environment | LinkedIn Learning | Volunteer time offMid-level Full TimeChennai, India17h ago
-
API Integration | AWS | Active Directory | Anthropic | Azure Active DirectoryCareer growth opportunities | Continuous learning and professional development | Cross-functional project exposure | Flexible and collaborative environment | Inclusive workplace cultureSenior-level Full TimeIndia18h ago
-
Senior Data Engineer INR 2000K-3000KAI integrations | API Integration | Automation workflows | Azure Data | Azure Data FactoryClient-facing work | Fast-paced environment | Independent ownershipSenior-level Full TimeBangalore North, India18h ago
-
Data Science INR 2000K-3300KAgentic AI | Apache Airflow | CrewAI | Data Architecture | Data PipelinesSenior-level Full TimeIN-MH-Pune18h ago
-
Data Engineer with Airflow INR 1500K-2400KAmazon Web Services | Apache Airflow | Data Visualization | Data Warehousing | DockerSenior-level Full TimeIN-AP-Hyderabad18h ago
-
Data Engineer- Airflow INR 1500K-2500KAmazon Web Services | Apache Airflow | Data Visualization | Data Warehousing | DockerSenior-level Full TimeIN-AP-Hyderabad18h ago
-
Data Engineer- Airflow INR 1500K-2500KAmazon Web Services | Apache Airflow | Data Visualization | Data Warehousing | DockerSenior-level Full TimeIN-AP-Hyderabad18h ago
-
Data Engineer INR 1400K-1800KAnomaly Detection | Apache Spark | Azure DevOps | Azure DevOps Pipelines | CDCHybrid work modelSenior-level Full TimeMumbai, Maharashtra, India19h ago
-
Principal AI Engineer INR 2475K-4500KAI Security | Access Control | Agent Frameworks | Agent Orchestration | Agent observabilityHybrid work | Onsite requirements in Bengaluru IndiaSenior-level Full TimeBengaluru, India19h ago
-
Analyst INR 2000K-2800KApache Spark | Data Analysis | Data Visualization | Data cleaning | DatabricksSenior-level Full TimePune, Maharashtra, India19h ago
-
Software Engineer Manager II, Embedded Systems/Firmware, Silicon INR 2800K-4500KC++ | Compiler optimization | Embedded operating systems | Graphics Processing | Graphics Processing UnitsSenior-level Full TimeBengaluru, Karnataka, India20h ago
-
Big Data | C++ | High Frequency | High frequency data | KDBInternal classroom training | On-the-job training | Online courses | Reasonable accommodationsExecutive-level Full TimeMumbai, Maharashtra, India20h ago
-
DevOps Engineer INR 1500K-2500KAgile | Amazon Web Services | BI dashboarding | CI/CD | Cloud platformInternational collaboration | Occasional travel to EuropeMid-level Full TimePune, MH, India20h ago
-
AI Engineer – Retail/CPG Domain INR 1500K-2500KAWS | Azure | Cloud platform | Data Governance | Data ModelingMid-level Full TimeGurugram, Haryana, India20h ago
-
REF82383U - Data science (ML Algorithms, unsupervised techniques, Databricks, Python, PySpark, Azure,AB testing ) 3- 6 yrs exp INR 1500K-2040KA/B | A/B Testing | B testing | Databricks | Machine LearningSenior-level Full TimeBangalore, KA, India21h ago
-
Specialist - Data Engineering-Data Engineering INR 180K-200KAWS | Apache Kafka | Apache Spark | Data Modeling | Data QualityEntry-level Full TimeMumbai, Maharashtra, India21h ago
-
AWS | Agent Orchestration | Agent systems | Anomaly Detection | AzureCharity match | Corporate volunteering | Dental insurance | Medical insurance | Paid time offSenior-level Full TimeBengaluru, KA, IN21h ago