Vice President, Data Management & Quantitative Analysis- Quant Developer

About the role

We’re seeking a future team member for the role of Vice President, Data Management & Quantitative Analysis- Quant Developer to join our Margin Methodology Development and Backtesting team. This role is located in Pune and will be working in a hybrid capacity. (Currently 4 days a week in the office). In this role, you’ll make an impact in the following ways:

What you'll do

• Develop, maintain, and support Python/C++ quantitative libraries and analytical tools for margin methodology development , backtesting
• Design and implement robust backtesting frameworks for margin models using historical simulation , Historical VaR , and stress-based techniques
• Support the development, enhancement, and performance assessment of Rules-Based Dynamic Margin and Stress-Based Dynamic Margin methodologies
• Perform quantitative analysis on margin model outcomes, including coverage testing , procyclicality assessment , sensitivity analysis
• Analyze historical market data and stress periods to assess margin model behavior under both normal and stressed market environments relevant to financing and…

What you need

• Python
• Market risk
• Statistics
• Performance testing
• C++
• Physics
• Any graduate

Good to have

• Capital markets