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| Company: |
Workplace Nxt |
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| Job Title: |
Model Control Group |
| Job category: |
Finance |
| Job Location: |
Mumbai (Bombay) - India |
| Job Description: |
This is a position in Model Control. Model Control is responsible for ensuring that all the models used for Firm positions or trades are properly tested and documented. This requires the technical skills needed to automate the model testing and to develop the analytical tools necessary to understand and validate the models. As Model Control is responsible for monitoring models across all business lines, this will require working with the software/quantitative infrastructure and trading desk strategists for a variety of businesses.
Experience level:
- (senior associate/vice-president)
- Major in computer science or an engineering domain
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Skills Required:: |
- Language agnostic – ability to work with a variety of languages and learn new ones. Perl and C/C++ are useful.
- Experience building Financial Models. Yield Curve or Volatility Surface fitting, stochastic processes modeled by Monte Carlo or PDE techniques.
- Experience using or building analytical libraries.
- Ability to work effectively with Quantitative Modelers and Trading Desk Strategists.
- Good communication skills. |
Language Requirements: |
English-Good |
| Employment Type: |
Full Time |
| Yearly Salary: |
Unspecified |
| Posting Date: |
2009-01-17 |
| Level of Education: |
Masters |
| Years of Work Experience: |
3 to 5 Years |
| Company: |
Workplace Nxt |
| Contact Name: |
Workplace Nxt |
| Contact Phone: |
+919920049544 |
| Preferred Method of Contact: |
E-mail |
| Preferred Language of Resume/Application: |
English |
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