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Strong employer brand plus metro and mid-level experience, but niche quant skills limit applicant pool.
Role requires investment-banking derivatives, capital/regulatory familiarity, and quant skills making cross-industry moves hard.
Explicit 2–5 years, mandatory Python and derivatives/capital expertise, and production-ready delivery requirements.
Price and structure capital- and funding-intensive financial transactions, focusing on corporate derivatives and structured financing.
Develop, own, and automate quantitative models, analytics, and tools for pricing, risk metrics, and regulatory capital reporting with direct impact on trading and business decisions.
Collaborate closely with sales, structuring, GCM, and various internal partners to optimize trade economics and advise on regulatory and capital constraints.
Work Experience Required: 2–5 years in investment banking or similar, requiring programming and financial product knowledge.
Mandatory Skills: Proficiency in Python (Pandas, NumPy) and strong Excel skills; solid financial mathematics including discounting, curves, derivative valuation and risk sensitivities.
Educational Background: Bachelor's or Master's in quantitative disciplines (Engineering, Mathematics, Statistics, Physics, Economics or Financial Engineering); reputed institutes (IIT/BITS/ISI) or CFA/FRM credentials are a plus.
Location Requirement: Mumbai-based position with onsite/hybrid work setting.
Experienced quantitative strategist comfortable bridging front-office commercial needs and quantitative modeling of capital, funding, and liquidity costs.
Strong understanding of derivatives, repo/stock loan/SFT markets, CCP margin, capital regimes (RWA, CCAR, GSIB, NSFR, LCR), and financial product economics in a regulatory context.
Able to deliver scalable, production-ready tools by partnering with technology teams and communicate complex quantitative issues clearly to diverse stakeholders.