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Quantitative Analyst

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Ahmedabad, India ORBIT IT HR Solutions Full time

Quantitative Analyst (C++/Linux) - Stock Broking Industry Experience is Must.

Responsibilities:

  • Apply this understanding to the auditing of model governance, model development, model validation, and model use within various trading desks in Global Markets.
  • Perform quantitative model testing, validation, and enhancement, stress and back testing for the counterparty credit risk exposure measurement models.
  • Produce written evaluations based on these audits
  • Periodically lead the team’s efforts for selected audits in Global Markets
  • Direct the efforts of the team and reading, commenting on, and revising team members’ contributions