Vice President, Strats
Morgan Stanley · mumbai, India
risk managementquantitative analysispythonc++javavbastochastic calculusmonte-carlotime series analysisexperienced
Job Description
Develop and maintain risk/valuation models for trading desks, assess pricing model limitations, and improve risk management tools. Collaborate with IT to enhance risk calculations and maintain model certification. Ensure compliance with model control standards through documentation and testing.
Qualifications
Master's degree in Financial Engineering, Quantitative Finance, or a related field; 3 years of experience in quantitative analysis or related roles.
Skills Required
- risk management
- quantitative analysis
- python
- c++
- java
- vba
- stochastic calculus
- monte-carlo
- time series analysis
Location
City: mumbai · Country: India