Please note: Immediate Joiners/people serving notice period needs apply.

Strong quantitative background – experience in model development or validation a plus

– Basic understanding of Mathematics and statistics in terms of linear algebra, probability theory

– Basic understanding of fixed income and equity derivatives, volatility surfaces, interest rate curve construction and Greeks

– Good understanding of workings of a Bank (processes, Committees, systems etc.) and Banking products across fixed income, derivatives, retail etc.

– Understanding of VaR and different VaR modelling and backtesting techniques

– Understanding of statistical concepts/ time series modeling

– Experience in Python/C++

– Strong communication and documentation skills