Quantitative Research - Edg Modeling - VP
Mumbai, India | J.P. Morgan
Functions:Financial Services Professional
Job Description:62 people have viewed this job
This position is a Quant Modelling role to carry out the modelling work from Mumbai in sync with other locations like Hong Kong, London and New York. Initially the focus would be Equity Asset class but can be enhanced to other asset classes in due course.
The primary responsibilities for this role will include:
Develop, implement, enhance, maintain, review, test and document models for pricing and risk management
Make models SR 11-7 compliant which a regulatory guideline for US banks for Model Risk Management. This requires extensive model testing, model documentation to appropriate standards, getting model reviewed by model review and control groups, model development, model enhancement and model maintenance.
Work closely with internal and external model review groups
PHD, Masters, Graduates in Mathematics/Engineering/Physics/Statistics or any other numerate discipline
Knowledge of financial mathematics, stochastic calculus, and structured products.
Hands on programming knowledge - C/C++/C# etc. Knowledge of python is a plus.
Exceptional analytical, quantitative and problem-solving skills
Good communication and interpersonal skills
The level (analyst/associate/VP) would depend on relevant experience and knowledge