Overall experience of 8 -10 years along with minimum 3 years experience as Quant Lead.
• To be successful in this role, the candidate should also be a strategic thinker with strong analytic skills.
• Significant experience working in Quantitative research within the financial services or insurance industry. Deep experience and knowledge of quantitative research and development, derivatives pricing models and stochastic modeling preferably in a Monte Carlo framework or other specified framework.
• Should have strong predictive / Statistical / Quantitative modeling techniques, design and implement reporting tools for the business.
• Familiarity with investment banking products, variable annuity product and hedging and Insurance domain.
• Strong C++ programming skills and analytical libraries. Ability to write codes in at least 2 different languages (MATLAB, SQL, C#, or JAVA a plus).
• Programming expertise, Ability to transform concepts and ideas into robust software.
• Proficiency with EXCEL/VBA and database software.
• Guide and mentor the team analysis and problem solving.
• Education: Master’s in a quantitative discipline - Physics, Applied Mathematics, Quant Finance, etc, Computer Science.