Mancer Consulting Services | Senior Quantitative Analyst | bangalore
2 weeks ago
- Work closely with trading desks to develop and improve pricing and risk management tools, on our strategic platform.
- Be at the forefront of new pricing and risk calculation methods to adapt to market and regulatory environment changes (for example Libor discontinuation and FRTB). Collaborate with the Ldn FO Quants, Trading desks, Risk and Finance teams.
- They will be expected to undertake investigations in a logical and planned manner of a quantitative nature, draw conclusions and present their work to peers and supervisors for assessment and feedback.
- Build a team that will take ownership of and work on project work for SAF client projects
Help build out key components/packages in our in-house python library. Disseminate and / or adopt best practices both within the team and when collaborating with FO Quants, Risk and Finance teams.
Eligibility:
- Strong technical background in multi-asset class portfolio PnL analysis – encompassing both Risk and Full Reval based PnL explain
- Strong mathematical background, preferably with good knowledge in the following disciplines – probability, quantitative finance, stochastic calculus, numerical methods, multivariate statistics, econometrics, optimisation, time series analysis.
- Experience in collaborating with traders to develop desk tools and associated infrastructure for use in real time – for example bond relative value analysis, NSS model, SARY model, PCA methods – and owning their ongoing lifecycle management
- Minimum 10+ years working experience working on derivatives pricing/Risk knowledge. 6+ years’ python/C++ programming experience.
The candidate will hold a Bachelors/Masters/Doctoral degree in a STEM (Science, Technology, Engineering and Mathematics) subject from a premier academic institution.
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bangalore, India Mancer Consulting Services Full timeWork closely with trading desks to develop and improve pricing and risk management tools, on our strategic platform.Be at the forefront of new pricing and risk calculation methods to adapt to market and regulatory environment changes (for example Libor discontinuation and FRTB). Collaborate with the Ldn FO Quants, Trading desks, Risk and Finance teams.They...
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bangalore, India Mancer Consulting Services Full timeWork closely with trading desks to develop and improve pricing and risk management tools, on our strategic platform. Be at the forefront of new pricing and risk calculation methods to adapt to market and regulatory environment changes (for example Libor discontinuation and FRTB). Collaborate with the Ldn FO Quants, Trading desks, Risk and Finance teams. They...
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bangalore, India Mancer Consulting Services Full timeAVP/VP - Employee Relations for a BFSI GCC Looking for candidates with Law background (LLB/LLM) with strong experience in managing Employee relations, grievance redressal, case management, investigations, disciplinary actions, HR Risk and Compliances. Incumbant will advise the HRBPs and colleagues in ER in handling the sensitive matters and griavnace...
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bangalore, India Mancer Consulting Services Full timeAVP/VP - Employee Relations for a BFSI GCCLooking for candidates with Law background (LLB/LLM) with strong experience in managing Employee relations, grievance redressal, case management, investigations, disciplinary actions, HR Risk and Compliances.Incumbant will advise the HRBPs and colleagues in ER in handling the sensitive matters and griavnace...
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bangalore, India Mancer Consulting Services Full timeHead - Employee Relations (India) for a BFSI GCCLooking for candidates with strong experience in managing Employee relations, grievance redressal, case management, investigations, disciplinary actions, Health, Safety and wellbeing.Looking for candidates from the GCCs / Banking Captives / GICs / Service Industry/ Consulting firmsPeople Management RoleExp - 18...
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bangalore, India Mancer Consulting Services Full timeWork closely with trading desks to develop and improve pricing and risk management tools, on our strategic platform.Be at the forefront of new pricing and risk calculation methods to adapt to market and regulatory environment changes (for example Libor discontinuation and FRTB). Collaborate with the Ldn FO Quants, Trading desks, Risk and Finance teams.They...
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bangalore, India Mancer Consulting Services Full timeWork closely with trading desks to develop and improve pricing and risk management tools, on our strategic platform. Be at the forefront of new pricing and risk calculation methods to adapt to market and regulatory environment changes (for example Libor discontinuation and FRTB). Collaborate with the Ldn FO Quants, Trading desks, Risk and Finance teams. They...
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Bangalore, India Mancer Consulting Services Full timeWork closely with trading desks to develop and improve pricing and risk management tools, on our strategic platform. Be at the forefront of new pricing and risk calculation methods to adapt to market and regulatory environment changes (for example Libor discontinuation and FRTB). Collaborate with the Ldn FO Quants, Trading desks, Risk and Finance teams. ...
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