Quant Risk Professional Black Turtle

The Corporate Institute; Mumbai; Sur place; INR 2 500 000 - 6 000 000; Plein temps

Résumé du poste

The Corporate Institute in Mumbai invites a seasoned Quant Risk professional to lead advanced derivatives pricing work using stochastic calculus, Monte Carlo simulations, and models such as Black-Scholes, Heston, SABR, and Hull-White.

You will apply rigorous mathematical techniques across rates, FX, equity, credit, or commodities, contribute to model validation, and collaborate with quantitative teams. A MSc/PhD in a quantitative field and strong coding skills in Python or C/C++ are required.

Qualifications

• 7+ years of experience in a quantitative finance environment, with exposure to derivatives pricing.
• Strong knowledge of derivatives pricing, simulation techniques, probability theory, stochastic processes, PDEs, statistics and numerical analysis.
• Practical knowledge of derivatives, their risk drivers, and quantitative models used for pricing and hedging derivatives.
• Exposure to asset classes (rates, FX, equity, credit, or commodities) from model validation or FO perspective.
• MSc, PhD, or equivalent qualification in a quantitative discipline such as Mathematics, Quantitative Finance, Statistics, Engineering, Physics, or related field.
• Inquisitive mindset, with ability to ask questions, challenge assumptions, and escalate issues appropriately.
• Excellent written and verbal communication skills.
• Strong coding skills, e.g. in C/C++ or Python.

Connaissances

Derivatives pricing

Stochastic calculus

Probability theory

Monte Carlo

Numerical analysis

Model validation

C/C++

Python

Communication skills

Formation

MSc/PhD in Mathematics/Quantitative Finance/Statistics/Engineering/Physics

Outils

Python

C/C++

Description du poste

Role Overview:

We are looking for a Quant Risk professional with expertise in stochastic calculus, probability, option pricing, Monte Carlo, and derivatives pricing models such as Black-Scholes, Heston, SABR, and Hull-White.

Required Qualifications, Capabilities, and Skills:

• 7+ years of experience in a quantitative finance environment (e.g., Front Office quantitative research, model validation, strats, hedge funds), with exposure to derivatives pricing.
• Strong conceptual and mathematical knowledge of derivatives pricing, simulation techniques, probability theory, stochastic processes, partial differential equations, statistics and numerical analysis.
• Practical knowledge of derivatives, their risk drivers, and quantitative models used for pricing and hedging derivatives.
• Exposure to at least one of the following asset classes: interest rates, FX, equity, credit, or commodities, preferably from a model validation or FO perspective.
• MSc, PhD, or equivalent qualification in a quantitative discipline such as Mathematics, Quantitative Finance, Statistics, Engineering, Physics, or a related field.
• Inquisitive mindset, with the ability to ask the right questions, challenge assumptions, and **escalate** issues appropriately.
• Excellent written and verbal communication skills.
• Strong coding skills, for example in C/C++ or Python.

Preferred Qualifications, Capabilities, and Skills:

• Direct experience with interest rate derivatives and related pricing models such as SABR and Hull-White.
• Familiarity with model risk management frameworks, model governance, benchmarking, and independent model validation.