Desired Candidate with 3+ Years to 6 Years of total experience with at-least 2+ Years in Quant Development.
Should be Engineering/ Management Graduate from Tier 1 University.
Experience in Quantitative Development, Development of In-house Pricing & Valuation Model/ Building volatility model using C++. VBA/ Matlab etc.
Expertise to Capital Market/ Market Risk Domain. Technical Experince in C++/ VBA/ Matlab/ R Programming would be advantage.