887 Trading Engineer jobs in India

JOB DESCRIPTION FINANCIAL MODELLER

Role summary:

This role will be responsible for creating and auditing the most complicated financial models in the world. We are open for hiring at various levels from Financial Analyst to Project Manager, people with 1-7 years of relevant experience.

Responsibilities:

Independent thinker capable of meeting tight deadlines and managing excruciatingly complex details. Must be a 9.0+ on a scale of 1-10 with Microsoft Excel. You will work on multiple project finance models in the US renewables space requiring portfolio model construction, each with 10+ assets, multiple debt sizing mechanisms, full three statement financial analysis, and flexible dashboards.

Qualifications:

Post graduate qualification in accounting e.g. MBA (Finance), CA, CPA, M. Com etc.

Excellent excel and analytical skills.

Confidence in building and auditing financial models.

Good knowledge of accounts / prior experience in corporate finance.

• Developing and implementing quantitative models for financial risk management, derivative pricing, portfolio optimization, and algorithmic trading strategies.
• Performing rigorous back-testing and validation of models to ensure accuracy, robustness, and compliance with regulatory requirements.
• Analyzing large datasets to identify patterns, correlations, and insights that can inform model development and refinement.
• Collaborating with traders, portfolio managers, and risk officers to understand their needs and translate them into quantitative solutions.
• Automating data extraction, model execution, and reporting processes using programming languages and specialized software.
• Staying abreast of the latest academic research and industry best practices in quantitative finance.
• Documenting model methodologies, assumptions, and limitations clearly and comprehensively.
• Contributing to the continuous improvement of the firm's quantitative infrastructure and tools.

• Master's or Ph.D. in Mathematics, Statistics, Physics, Computer Science, Financial Engineering, or a related quantitative field.
• Minimum of 3 years of experience in quantitative analysis, financial modeling, or a related role within the financial services industry.
• Strong programming skills in languages such as Python, R, C++, or MATLAB.
• Solid understanding of statistical methods, probability theory, stochastic calculus, and numerical analysis.
• Experience with financial instruments, derivatives, and market risk management concepts.
• Familiarity with machine learning techniques as applied to finance is a plus.
• Excellent analytical, problem-solving, and critical thinking skills.
• Strong communication and interpersonal skills, with the ability to explain complex quantitative concepts to a diverse audience.

• Develop and implement quantitative models for financial markets.
• Analyze large datasets to identify patterns, trends, and trading signals.
• Design and backtest trading strategies.
• Build and maintain risk management models.
• Perform sensitivity analysis and stress testing of financial models.
• Collaborate with traders, portfolio managers, and developers.
• Ensure the accuracy and integrity of model outputs.
• Stay updated on market developments and quantitative finance research.
• Document model methodologies and assumptions clearly.

• Master's or Ph.D. in a quantitative discipline (e.g., Mathematics, Statistics, Physics, Financial Engineering, Computer Science).
• Proven experience in quantitative finance, financial modeling, or statistical analysis.
• Proficiency in programming languages such as Python, C++, or R.
• Strong understanding of financial markets, derivatives, and risk management.
• Excellent analytical, problem-solving, and mathematical skills.
• Experience with statistical software and data analysis tools.
• Ability to work independently and manage multiple projects in a remote setting.
• Strong communication skills to explain complex models to non-technical stakeholders.
• Detail-oriented with a commitment to accuracy and rigor.

• Developing, implementing, and testing quantitative models for pricing, risk management, and trading strategies.
• Performing complex statistical analysis of market data to identify patterns and predict trends.
• Building robust financial models using programming languages such as Python, R, or C++.
• Collaborating with portfolio managers and traders to translate business needs into quantitative solutions.
• Conducting research on new methodologies and technologies to enhance modeling capabilities.
• Validating and back-testing model performance against historical data.
• Documenting model methodologies, assumptions, and results comprehensively.
• Ensuring the integrity and accuracy of financial data used in modeling.
• Staying abreast of regulatory changes and their impact on financial modeling.
• Contributing to the continuous improvement of the quantitative framework.

• Develop, implement, and maintain sophisticated quantitative models for pricing, risk management, valuation, and trading strategies across various asset classes.
• Conduct rigorous back-testing and validation of financial models to ensure accuracy, reliability, and compliance with regulatory standards.
• Analyze large and complex datasets to identify market trends, risks, and opportunities.
• Collaborate closely with traders, portfolio managers, risk managers, and technology teams to provide quantitative insights and solutions.
• Communicate complex quantitative concepts and model results clearly and effectively to both technical and non-technical stakeholders.
• Stay abreast of the latest developments in quantitative finance, econometrics, machine learning, and regulatory changes.
• Contribute to the development of new financial products and risk management frameworks.
• Develop and automate reporting processes for model performance and risk metrics.
• Mentor junior quantitative analysts and contribute to the team's technical growth.
• Ensure compliance with all relevant internal policies and external regulations.

• Master's or Ph.D. in Quantitative Finance, Financial Engineering, Mathematics, Statistics, Physics, Computer Science, or a related highly quantitative field.
• Minimum of 6 years of experience as a Quantitative Analyst or in a similar role within the financial services industry.
• Proven expertise in developing and implementing financial models for derivatives pricing, risk management (e.g., VaR, stress testing), or algorithmic trading.
• Strong proficiency in programming languages such as Python, C++, R, or similar, with experience in data manipulation and analysis libraries.
• Deep understanding of financial markets, instruments (equities, fixed income, derivatives), and trading strategies.
• Knowledge of statistical modeling, econometrics, machine learning techniques, and numerical methods.
• Excellent analytical, problem-solving, and critical thinking skills.
• Strong communication and presentation skills, with the ability to articulate complex ideas effectively.
• Ability to work independently, manage multiple projects, and meet tight deadlines in a remote setting.
• Experience with large-scale data processing and database technologies is a plus.

• Develop, implement, and backtest sophisticated quantitative models.
• Design and execute pricing and risk models for various financial instruments.
• Analyze large financial datasets to identify trends and build predictive models.
• Collaborate with trading teams and portfolio managers to support investment strategies.
• Contribute to the development of risk management frameworks and tools.
• Perform rigorous validation of models to ensure accuracy and reliability.
• Communicate complex quantitative concepts to stakeholders.
• Stay abreast of advancements in quantitative finance and machine learning.
• Ensure compliance with regulatory requirements and internal policies.

• Develop, validate, and implement advanced quantitative models for pricing complex derivatives, risk measurement, and portfolio optimization.
• Conduct thorough research on market microstructure, statistical arbitrage, and algorithmic trading strategies.
• Collaborate with traders and portfolio managers to understand their needs and develop bespoke quantitative solutions.
• Work closely with the technology department to ensure efficient and robust implementation of models in production environments.
• Perform sensitivity analysis, back-testing, and stress testing of models to assess their performance and limitations.
• Identify and quantify various financial risks (market risk, credit risk, operational risk) and develop mitigation strategies.
• Stay current with academic research and industry best practices in quantitative finance and financial engineering.
• Prepare detailed documentation of models, methodologies, and assumptions.
• Contribute to the firm's understanding of market dynamics and provide insights to senior management.
• Mentor junior quantitative analysts and contribute to the team's overall technical expertise.

• Master's or Ph.D. in a quantitative field such as Mathematics, Physics, Statistics, Computer Science, or Financial Engineering.
• Minimum of 5-7 years of relevant experience in quantitative finance, preferably in investment banking or asset management.
• Proficiency in programming languages such as Python, C++, R, or Java.
• Strong knowledge of financial derivatives, fixed income, equities, and other asset classes.
• Experience with statistical modeling, time series analysis, machine learning, and stochastic calculus.
• Excellent problem-solving and analytical skills, with a keen attention to detail.
• Strong communication and interpersonal skills, with the ability to explain complex concepts to non-technical audiences.
• Experience with large datasets and database management is a plus.

• Develop, implement, and maintain complex quantitative models for financial products and strategies.
• Conduct in-depth statistical analysis of large datasets to identify trends and opportunities.
• Design and execute backtesting of trading strategies and risk models.
• Collaborate with business stakeholders to understand requirements and deliver tailored analytical solutions.
• Research and apply advanced mathematical and statistical techniques to financial problems.
• Ensure the accuracy, reliability, and integrity of all developed models.
• Prepare detailed reports and presentations on analytical findings for senior management.
• Stay abreast of industry developments, regulatory changes, and new technologies in quantitative finance.
• Mentor junior analysts and contribute to the team's technical expertise.

• Master's or Ph.D. in a quantitative field such as Finance, Mathematics, Statistics, Physics, or Computer Science.
• 5+ years of experience in quantitative analysis within the financial services industry.
• Proficiency in programming languages like Python, R, C++, or Java.
• Strong understanding of financial markets, derivatives, and investment strategies.
• Expertise in statistical modeling, time series analysis, and econometrics.
• Experience with data visualization tools and techniques.
• Excellent analytical, problem-solving, and critical thinking skills.
• Strong communication and presentation abilities, with the capacity to explain complex concepts clearly.
• Experience with cloud computing platforms (e.g., AWS, Azure) is a plus.

• Develop, implement, and backtest complex quantitative models for pricing, hedging, risk management, and portfolio optimization.
• Design and build robust valuation frameworks for a wide range of financial instruments, including derivatives, fixed income, and equities.
• Perform rigorous statistical analysis and hypothesis testing to validate model assumptions and performance.
• Collaborate with traders, portfolio managers, and risk officers to understand their needs and translate them into effective quantitative solutions.
• Develop and maintain high-quality, production-ready code in languages such as Python, C++, or R.
• Create comprehensive documentation for all models, including theoretical underpinnings, implementation details, and usage guidelines.
• Stay abreast of the latest academic research and market trends in quantitative finance.
• Communicate complex quantitative concepts clearly and effectively to both technical and non-technical stakeholders.
• Contribute to the enhancement of the firm's quantitative infrastructure and development processes.
• Identify and explore new data sources and methodologies to improve model accuracy and coverage.

• Master's or Ph.D. in a quantitative field such as Financial Engineering, Mathematics, Physics, Statistics, Computer Science, or Economics.
• Minimum of 6 years of relevant experience in quantitative finance, with a strong focus on model development.
• Proven expertise in developing models for areas like derivative pricing, risk management (VaR, CVA), or algorithmic trading.
• Strong programming skills in Python (e.g., NumPy, SciPy, Pandas, scikit-learn) and/or C++.
• Solid understanding of stochastic calculus, time series analysis, econometrics, and statistical modeling.
• Familiarity with financial markets and instruments is essential.
• Excellent analytical, problem-solving, and critical thinking skills.
• Strong written and verbal communication skills, with the ability to present complex findings clearly.
• Ability to work independently in a remote setting and manage multiple priorities effectively.
• Experience with cloud computing platforms and big data technologies is a plus.