Company Profile:
Client is leading global investment banking, securities and investment
management firm which provides a wide range of services worldwide to a
diversified client base that includes corporations, financial
institutions, governments and high-net-worth individuals.
Founded in 1869, it is one of the oldest and largest investment
banking firms. The firm is headquartered in New York and maintains
offices in London, Frankfurt, Tokyo, Hong Kong and other major
financial centers around the world.
Core Quantitative Group in India:
This group focuses on the fundamental mathematics/ statistics and
engineering that goes into their financial models. India is the
location of choice for this endeavor because of the high-quality
talent pool in these areas. The Core Quantitative Modeling Group in
India is currently focused on building econometric models. These
models are prepared from large data sets and require advanced
techniques from statistics/economet rics and numerical optimization.
Candidate Requirements:
- Very strong skills in Mathematics, Statistics and
Computation, including expertise in Probability Theory, Applied
Statistics, Analysis, Linear Algebra, Numerical Optimization, Discrete
Math, Algorithms, and Programming. Strongly preferred profiles -
toppers in Mathematics, National/Internatio nal Math Olympiad
background, or a top ranker in the B.Tech CS/EE/Physics class at a
IIT, or a Math/Stats professor at a reputed school, or winner of an
international programming contest
- Candidates are specifically required to have current
experience in statistical/ econometric modeling on large data sets, or
in the area of numerical analysis.
- Should have programming experience in languages like C.
- Good communication skills, should have open attitude and
should be willing to be hands-on
- Experience range (at least 3 years)
