Location: India

Quantsapp is a global Fintech with a market leadership in Options Analytics in India. We provide proprietary & game changing analytical solutions to participants of the financial markets. Quantsapp has over 1.5mn users on its application in India with the entire world to capture. We are looking for passionate candidates looking to be part of the journey and grind.

Position Overview:
We are seeking a knowledgeable and passionate Stock Market Trainer to educate and empower individuals on stock market principles, trading strategies, and investment opportunities. The ideal candidate will have a strong background in finance, a deep understanding of market dynamics, and the ability to communicate complex concepts in an engaging manner.

Key Responsibilities:

• Develop and deliver comprehensive training programs on stock market fundamentals, trading strategies, and investment analysis.
• Conduct workshops, webinars, and one-on-one coaching sessions tailored to varying skill levels, from beginners to advanced traders.
• Create and update training materials, including presentations, manuals, and online resources.
• Stay current with market trends, financial news, and emerging investment opportunities to provide relevant insights to trainees.
• Assess trainee progress and provide constructive feedback to enhance their learning experience.
• Facilitate discussions and encourage participant engagement through interactive learning techniques.
• Collaborate with the marketing team to promote training programs and attract potential participants.

Qualifications:

• Bachelor’s degree in finance, Economics, Business, or a related field.
• Minimum 2 years of experience in stock trading, financial analysis, or investment management.
• Proven experience in teaching or training, preferably in a financial or educational setting.
• Strong understanding of stock market principles, trading platforms, and investment strategies.
• Excellent communication and presentation skills, with the ability to explain complex concepts clearly.
• Proficient in using technology and digital tools for online training delivery.

Preferred Skills:

· Proven experience in designing multiple training events in capital markets with Futures and Options in focus.

· Extensive knowledge Capital Markets in general and Futures & Options in particular.

· Hands-on with Options Trading will be an asset.

· Masters in finance required, Charter in capital markets (CQF/CMT/CFA) desirable.

· Experience in managing team along with self-delivery of training

· Strong hold on Hindi, English required additional language preferred.

· Excellent Written & Communication skills.

· Creation of self-generated trading models in Futures & Options is a plus.

· Presence on You Tube / Meta / LinkedIn/ Twitter with notable following is a plus.

We have a current opportunity for a Quant Developer on a permanent basis. The position will be based in London. For further information about this position please apply. Requirements

• 10-15 years combined quant research and software engineering; minimum 5 years embedded in a front office (any asset class)
• Options pricing across the full surface – vanilla, spreads, and structured products in commodity or energy markets
• Vol surface calibration: smile fitting, SABR, SVI, Heston, or equivalent; arbitrage constraints and numerical stability in production
• Greeks and second-order risk: delta, gamma, vega, volga, vanna, theta; PnL attribution and daily risk reconciliation
• VaR, stressed VaR, and scenario analysis implementation; working knowledge of regulatory capital frameworks
• Commodity modelling: term structure, forward curve construction, seasonality, convenience yield, and basis risk
• Real-time pricing and risk system design – latency-aware implementation, incremental recalculation, and feed-driven revaluation
• Backtesting framework design: walk-forward validation, statistical significance testing, and performance attribution
• Production-quality Python and/or C++ – code an engineer can review, a CI pipeline can test, and an ops team can support
• kdb+/q, DB, or TimescaleDB for high-frequency time-series market data storage and analysis
• Ability to set a research agenda independently and communicate risk and findings clearly to senior traders and management
• Cloud infrastructure – Azure preferred, AWS considered; IAM, managed services, automated and auditable deployment pipelines, secrets management

Nice to Have

• Market making, systematic execution, or electronic trading in energy or commodity derivatives
• Asian options, barrier structures, or path-dependent exotics common in commodity markets
• Machine learning applied to vol forecasting, regime detection, or execution cost optimisation
• Open-source quant library contributions, published research, or CQF/MFE/PhD in a quantitative discipline

Roles & Responsibilities

• Build and maintain financial models (e.g., cash flow forecasts, NPV/IRR, capital planning) to translate operational metrics into financial insights.
• Conduct scenario planning, stress tests, and sensitivity analysis to evaluate strategic business decisions.
• Validate model assumptions through back-testing and ensure predictive stability.
• Collaborate with analytics, finance, and operations teams to align data, inputs, and result interpretation.
• Maintain model auditability, versioning, and documentation in a certified model catalog.
• Enhance models with advanced techniques (stochastic drivers, real options valuation, tornado analyses) to support strategic and operational decisions.

Requisites

• Bachelor’s degree in Statistics, Finance/Economics, Computer Science, or related field.
• Experience in financial modeling, scenario planning, and sensitivity analysis.
• Strong Python and SQL skills for analytics and automation.
• Ability to communicate insights and trade-offs to business stakeholders.
• Preferred: Advanced degree, experience in energy/asset-intensive industries, optimization/system dynamics knowledge, cloud platforms, or professional credentials (CFA, CQF).

TAS is seeking talented professionals to join our fast-growing Digital Value Creation group (DVC) at the Associate level. DVC provides our clients value-creating insights from vast market, operational, and financial data. DVC professionals work closely with HL due diligence, valuation and investment banking teams alongside clients’ deal and operating teams. As a professional in the group, you will be teamed with highly talented and dedicated M&A professionals in various industry groups including Industrials, Consumer, Technology, Business Services and Financial Services. This opportunity provides you broad exposure to different transactional issues affecting businesses in an M&A environment.

This is a unique opportunity for someone with proficiency in data analytics along with experience in applying data analytics techniques to financial and operational analyses that is fundamental to an M&A process. DVC provides you ample exposure to the M&A and corporate finance industry and capital markets. You will further develop and extend your data analytics knowledge, and hone your interpersonal skills as you deliver valuable insights that derive transaction and strategic decision making for internal and external stakeholders.

Responsibilities

• Participate in buy-side and sell-side M&A engagements and data-focused operational reporting engagements
• Lead engagement tasks or workstreams within an engagement, taking ownership of the execution, and quality and timeliness of deliverable to clients
• Communicate effectively with internal project teams as well as client teams, showing ability to put forth points of view and drive discussions towards required objectives
• Gather, evaluate, sanitize, and organize applicable meta data
• Prepare data workflows to clean and combine data from multiple sources
• Prepare data visualizations and dashboards to deliver key insights
• Generate insights on the drivers of business growth, profitability, and liquidity
• Identify the key business risks and opportunities impacting business valuation
• Be willing to learn and train peers in the advisory practice on data analysis and visualization tools
• Continuously develop industry knowledge and qualifications
• Be able to work on multiple assignments simultaneously
• Support and actively participate in business development efforts
• Review the work of team members to ensure desired quality and insights

Basic (must-have) Qualifications

• Bachelor’s degree in technology / computer science / accounting / finance or quantitative finance, or similar (with concentration in data analytics or another quantitative field)
• Experience in financial analytics based on sound understanding of financial statements like Profit & Loss and Balance sheet and ability to analyze financial and operating performance of a company
• Hands-on experience in working on one of the data wrangling / ETL tool i.e. Alteryx, Dataiku etc.
• Experience in, and sound knowledge of data visualization tools, either Tableau or Power BI
• Strong command of Microsoft Excel formulas, PowerPivot, Power Query, etc.
• Experience working in a global organization across different time zones, managing both internal and external stakeholders
• Exceptional work ethic, high motivation, and a demonstrated ability and desire to work cooperatively with team members and client professionals
• Strong analytical abilities
• Conduct technical training and best practice sessions for team members
• Exceptional verbal and written communication skills

Preferred (good-to-have) Qualifications

• Post graduate degree or diploma, or certification in any of the above fields of study or business administration (for instance MBA, CFA, CQF etc.)
• Experience in M&A and financial consulting areas such as Financial due diligence, Valuation, Financial Planning & Analysis will be a strong advantage
• Strong command of at least one programming language Python, R, VBA
• Prior work experience in relational database management systems (including experience in SQL Server, Snowflake, or similar)

Work experience

• 3 (three) to 7 (seven) years of professional experience

EY’s Financial Services Office (FSO) is a unique, industry-focused business unit that provides a broad range of integrated services that leverage deep industry experience with strong functional capability and product knowledge. FSO practice provides integrated advisory services to financial institutions and other capital markets participants, including commercial banks, investment banks, broker-dealers, asset managers (traditional and alternative), insurance and energy trading companies, and the Corporate Treasury functions of leading Fortune 500 Companies. The service offerings provided by the FSO Advisory include: market, credit and operational risk management, regulatory advisory, quantitative advisory, structured finance transaction, actuarial advisory, technology enablement, risk and security, program advisory, and process & controls.

Within EY’s FSO Advisory Practice, the Financial Services Risk Management (FSRM) group provides solutions that can help FSO clients to identify, measure, manage and monitor the market (trading book), credit (banking book), operational, and regulatory risks associated with their trading, asset-liability management, capital management and other capital markets activities.

Within FSRM, the Quantitative Trading Book (QTB) team assists clients to design and implement strategic and functional changes across risk management, treasury, front office, middle office, and back-office activities with a focus on risk and valuation processes, regulatory compliance, analytics, strategy, and organizational structure. Practical implementation knowledge of risk and capital management is a key competency of QTB, focused on regulatory capital, market and counterparty credit risk management and broker-dealer capital requirements. Clients include large domestic and global financial institutions, broker-dealers, foreign banking organizations, asset management firms and insurance companies with significant capital markets activities.

Your key responsibilities

• Demonstrate deep technical capabilities and industry knowledge of financial products
• Lead components of large-scale client engagements and/or smaller client engagements while consistently delivering quality client services
• Understand market trends and demands in the financial services sector and issues faced by clients by staying abreast of current business and industry trends relevant to the client’s business
• Monitor progress, manage risk, and effectively communicate with key stakeholders regarding status, issues and key priorities to achieve expected outcomes
• Play an active role in mentoring junior consultants within the organization

To qualify for the role, you should have:

• Undergraduate (4-year degree) or Masters (Computational Finance, Mathematics, Engineering, Statistics, or Physics preferred) or Ph.D. in quantitative topics.
• Working knowledge or academic experience of statistical and numerical techniques (E.g., Monte-Carlo methods, Finite difference methods)
• Knowledge of mathematical concepts and domain knowledge related to pricing derivatives for any of the asset classes such as fixed income, equities, credit, interest rates, FX, and commodities
• Strong risk management/model development/validation knowledge in market risk (VaR, Stressed VaR, Expected Shortfall, etc.) and/or counterparty credit risk (CVA, PFE, etc.).
• Good hands-on experience in model development/validation/monitoring/audit procedures (including Stress testing, Back-testing, Benchmarking, etc.).
• Knowledge of mathematical concepts like Stochastic Calculus, Differential and Integral calculus (ODE/PDE/SDE), Numerical Methods, Linear algebra, Measure Theory. Related to pricing derivatives for any of the asset classes such as fixed income, equities, credit, interest rates, FX, and commodities
• Development/Validation/Annual Review of Equity pricing models, Interest Rate Models (HW1F, HW2F, HJM, LMM), Stochastic Volatility (SABR, Heston) model, Local Volatility model (Dupire), frameworks for Volatility stripping and calibration, Bootstrapping of IR curves (Single curve, Multi curve framework), Asset Liability Management (NII, MVPE) and Prepayment Models.
• Knowledge of Estimating Idiosyncratic volatility (specific risk) and estimating Beta, Handling missing data in time series, Validating proxy time series.
• Strong coding skills in Advanced Python or Java, C++ with combination of Statistical packages in R. Basic knowledge of SQL is expected.
• Excellent communication and strong problem-solving skills.

Good-to-have:

• Certifications such as FRM, CQF, CFA, PRM
• Regulatory knowledge/experience in areas such as Basel, CCAR, and FRTB.
• Pricing/Risk management system knowledge/experience – Calypso, SunGard Adaptiv, Murex, Numerix, Bloomberg, RiskMetrics, Spectrum, EQF, etc.
• Willingness to travel to meet client needs