Quant Analyst:-

•Undergraduate (4-year degree) or Masters (Computational Finance, Mathematics,

Engineering, Statistics, or Physics preferred)

•Statistical and numerical techniques (Monte-Carlo methods, Finite difference methods).

•Mathematical concepts and domain knowledge related to pricing derivatives for any of the
asset classes such as fixed income, equities, credit, interest rates, FX, and commodities.

•Risk management/model development/validation knowledge in market risk (VaR, Stressed

VaR, Expected Shortfall) and/or counterparty credit risk (CVA, PFE).

•Hands-on experience in model development/validation/monitoring/audit procedures (Stress

testing, Back-testing Benchmarking).

•Knowledge of mathematical concepts like Stochastic Calculus, Differential and Integral

calculus (ODE/PDE/SDE), Numerical Methods, Linear algebra, Measure Theory. Pricing
derivatives for any of the asset classes such as fixed income, equities, credit, interest rates,
FX, and commodities.

•Development/Validation/Annual Review of Equity pricing models, Interest Rate Models

(HW1F, HW2F, HIM, LMM), Stochastic Volatility (SABR, Heston) model, Local Volatility
model (Dupire), frameworks for Volatility stripping and calibration, Bootstrapping of IR curves
(Single curve, Multi curve framework), Asset Liability Management (NII, MVPE) and
Prepayment Models.

•Knowledge of Estimating Idiosyncratic volatility (specific risk) and estimating Beta, Handling
missing data in time series, Validating proxy time series.

•Strong coding skills in any programming languages like Python and R. Basic knowledge of
SQL is expected.

•Excellent communication and strong problem-solving skills. Project management and report
writing experience.
Market Risk/Credit Risk:-

•Bachelors/Masters or PhD (Computational Finance, Mathematics, Engineering, Statistics, or

Physics preferred).

•Knowledge or academic experience of statistical and numerical techniques and principles of

the theory of probability and stochastic calculus.

•Knowledge of mathematical concepts related to pricing derivatives for asset classes such
as fixed income, equities, credit, interest rates, FX, and commodities

•Risk management knowledge in areas such as market risk (VaR, PFE, Expected Shortfall)
and/or counterparty credit risk.

•Prior experience in team handling and project management within Financial Services,
either as part of an institution; in an advisory or consulting capacity to such organizations or
in the regulation of such institutions.

•Experience in model development and/or model validation of derivative pricing models and
tools, in-house or third party valuation software and corresponding risk management models.

•Regulatory knowledge/experience in areas such as Basel, CCAR, FRTB

•ETRM/CTRM systems experience with knowledge of end-to-end commodity trade lifecycle

of power/gas/softs/metals etc.

•Certifications such as FRM, CFA, PRM, CQF

•Experience in R/Python/C++ Treasury and Risk management system.

•Knowledge/experience-Calypso, SunGard Adaptiy, Murex etc.

Business Analyst:-

•Bachelor's degree in finance, economics, accounting, engineering or a related discipline

and approximately 2 years of related/relevant work experience; or a Master's degree in
Finance, Accounting, Business, Management or a related field and at least 2+ years of work
experience in the Financial Services industry.

•Relevant experience in the financial services industry with either a consulting firm, internal
consulting organization, or within front office or market risk, counterparty risk, or related
areas at leading financial services institutions in the following areas:

-Capital markets functions.

-Quantitative analytics.
-Front office sales and trading.
-Front office risk management.
-Market risk management.
-Basel 2.5 capital requirements for Market risk.
-Counterparty credit risk.
-Margin and Collateral Management.
-CCAR and Stress Testing.
-IBOR Transition.
-Risk governance, risk appetite, risk identification, risk monitoring, risk measurements (limits,
greeks) and risk reporting.
-Capital management and associated regulatory requirements with Basel III and FRTB.

•Demonstrate derivatives product knowledge across asset classes including interest rates,
credit, equity, commodity, and FX, including but
not limited to pricing and valuation.

•Analyze and evaluate business systems and user needs. Document requirements define
scope and objectives and formulate systems to parallel overall business strategies.

•Experience with JIRA, Confluence, MS Visio, MS Teams would be an advantage.

•Certifications such as FRM, COF, CFA, PRM.

•Pricing/Risk management system knowledge/experience - Calypso, SunGard Adaptiv,

Mures, Numeris, Bloomberg, RiskMetrics, Spectrum, EQF.