Roles and Responsibilities :
- Develop and maintain complex derivatives pricing models using Python programming language.
- Collaborate with cross-functional teams to design and implement new 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.
- Robust 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 (Delhi)
🏢 EY
📍 Delhi
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