MR Quant FRTB (Pune)

MR Quant FRTB (Pune)

06 Aug
|
EY
|
Pune

06 Aug

EY

Pune

Roles and Responsibilities :

- Develop and maintain complex derivatives pricing models using Python programming language.
- Collaborate with cross-functional teams to design and implement current products, ensuring alignment with business objectives.
- Analyze market data to identify trends and opportunities for improvement in derivative pricing strategies.
- Provide expert guidance on derivative valuation techniques to internal stakeholders.

Job Requirements :

- 3-8 years of experience in quantitative finance or a related field.
- Strong proficiency in Python programming language, including NumPy, Pandas, Matplotlib libraries.
- Experience with derivative pricing modeling using mathematical concepts such as option Greeks (Delta, Gamma, Theta).
- Bachelor's degree in Mathematics, Statistics or Computer Science; Master's degree preferred.

📌 MR Quant FRTB (Pune)
🏢 EY
📍 Pune

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