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 are seeking a highly skilled quantitative professional to join the Risk Analytics group to develop and manage analytics for counterparty credit risk models focused on fixed income products, including repos, security lend/borrow, mortgages, and interest rate derivatives. The candidate will contribute to model development across the full model lifecycle, from methodology and design to implementation, validation, and ongoing performance monitoring. The successful candidate will also provide quantitative risk analysis to support day-to-day counterparty credit risk management.
Responsibilities
- Develop and implement analytics to support counterparty credit risk management.
- Design and Build infrastructure to consolidate counterparty credit risk models across systems.
- Conduct quantitative research to implement model changes, enhancements, and remediations.
- Design and develop analytical tools and dashboards to enhance risk transparency and decision-making.
- Build and maintain model performance monitoring, benchmarking, and backtesting frameworks.
- Assess methodologies and processes to identify potential weaknesses and evaluate risk materiality.
Partner with stakeholders across business, risk, technology, and other functional teams to ensure effective model development, governance, and usage
Qualifications
We are seeking a Quantitative Analytics Consultant to join our banking client’s Global Markets portfolio. This role is pivotal in ensuring that global trading strategies are effective, scalable, and aligned with broader business objectives.
Key Responsibilities
- Collaborate with cross-functional teams to analyse and document existing non-linear trading functionality.
- Evaluate the financial costs associated with risk and uncertainty.
- Lead solution design for future trading integration requirements using APIs and backend systems.
- Act as a liaison between technical teams and business stakeholders to ensure seamless project execution.
- Provide expert support and training to internal teams and platform clients.
- Conduct regular product reviews to ensure alignment with evolving market needs.
Minimum Qualifications
- BSc in Mathematical Sciences (Computational Science)
- BSc Financial Engineering
- BSc Actuarial Science / Financial Mathematics
- BEng Mechatronics
- CQF (Certificate in Quantitative Finance)
- ACI Dealing Certificate
Experience & Technical Skills
- Strong experience with trading platforms such as Front Arena, Murex, or Calypso
- Proficiency in one or more: Python, C++, SQL, VBA, R, Matlab, Golang
- Strong analytical and problem-solving capability, including system analysis
- Experience in financial modelling and risk management practices
- Proven ability to design, execute, and validate projects end-to-end
- Strong stakeholder engagement and communication skills
- Experience working across cross-functional teams
Key Competencies
- Strategic thinking and alignment to business goals
- Leadership and team coordination
- Adaptability in fast-changing market environments
- Client relationship management
At Corebridge Financial, we believe action is everything. That’s why every day we partner with financial professionals and institutions to make it possible for more people to take action in their financial lives, for today and tomorrow.
We align to a set of Values that are the core pillars that define our culture and help bring our brand purpose to life:
- We are stronger as one: We collaborate across the enterprise, scale what works and act decisively for our customers and partners.
- We deliver on commitments: We are accountable, empower each other and go above and beyond for our stakeholders.
- We learn, improve and innovate: We get better each day by challenging the status quo and equipping ourselves for the future.
- We are inclusive: We embrace different perspectives, enabling our colleagues to make an impact and bring their whole selves to work.
About The Role
Market Risk Management is a multi-disciplinary financial derivatives team that applies state-of-the-art technology in performing highly dynamic work. Our mandate is to hedge one of the most complex derivatives available today: retirement benefit guarantees. In service of that mandate we: manage a $50 billion+ multi-asset hedging portfolio, do research and development of new retirement products, and provide modeling and analytics expertise for the business. We are part of a larger organization but cultivate the entrepreneurial spirit of a small start-up. Our work is cutting edge within the industry.
Responsibilities
- Lead the daily management of derivatives book
- Manage the portfolio and operations of the FIA/RILA/IUL hedging book
- Aggregate and analyze risk data on both assets and liabilities
- Ensure accurate and up-to-date risk reporting
- Perform quantitative analysis on large scale derivatives portfolio
- Advance new hedging strategies
- Support new FIA/RILA product designs
- Strategic capital analysis
- Communicate results to external constituents, including senior leadership
- Interact/maintain close relationship with banks and investment community to stay abreast of new developments in capital markets space
- Communicate and coordinate with staff throughout the businesses and functions on specific risk issues
- Provide technical expertise to questions from internal and external sources
- Financial derivatives and investment related projects as needed
- Manage a team of 3 FTEs
Skills and Qualifications
- Able to perform under pressure in fast paced environment where priorities can shift quickly
- At least 10 years of relevant experience in the financial services industry.
- Master’s degree in numerate field a plus.
- CFA, FRM, CQF or other financial mathematics designation(s) a plus
- Strong programming skills with knowledge of C++/VBA/Python/MATLAB preferred
- Knowledge/experience includes one or more of the following:
- Capital Markets (CFA Level)
- Risk Management (FRM Level)
- Derivatives models and valuation techniques
- Advanced hedging techniques
- Annuity product design/structuring
- Quantitative investment strategies
- Fundamentals of GAAP/statutory accounting and regulation for life insurance liabilities
- User level data-base expertise. Knowledge of Access or SQL is preferred.
- Personal attributes of a successful candidate would include:
- Enjoy working on multidisciplinary team to solve analytically complex problems.
- Detail and process oriented.
- Comfortable working in a structured environment that emphasizes operational controls.
- Ability to work on multiple projects, often with tight deadlines.
As a leading global investment management firm, AB fosters diverse perspectives and embraces innovation to help our clients navigate the uncertainty of capital markets. Through high-quality research and diversified investment services, we serve institutions, individuals, and private wealth clients in major markets worldwide. Our ambition is simple: to be our clients’ most valued asset-management partner.
Group Description Investments services technology team is known for developing cutting edge solutions keeping quantitative and systematic approach at the center.
Specific Responsibilities
- Collaborate with the Multi-Asset Portfolio Solutions Technology team to ensure data quality controls for quantitative research.
- Innovate and implement alternative methods for data transformation and cleansing for various data sources.
- Correlate data, identify exceptions, and construct refined datasets for research and investment processes.
- Develop and enhance quantitative data quality frameworks using statistical techniques.
- Develop python solutions to analyze the correlation between model inputs and outputs in order to measure the quality of its signals.
- Create and optimize SQL queries, including performance tuning.
- Develop new test cases to perform quality control based on various investment and risk parameters, enhancing the robustness of existing frameworks.
What makes this role unique or interesting (if applicable)? The role offers a unique blend of business and technology exposure to the candidate and the ability to execute the activities with end-to-end ownership
Qualifications, Experience, Education
- Strong understanding of Security Reference Data, Market Data, and Market Risk measures.
- A grasp of Financial Theory, portfolio management concepts, and various financial instruments.
- Proficiency in statistics.
- Development skills in Python and SQL.
- Hands-on experience with Bloomberg.
- Strong communication skills, with the ability to articulate business problem statements and developed solutions.
- Exceptional problem-solving skills and attention to detail.
- Demonstrated ability and willingness to quickly learn new technologies and platforms.
- Proactive attitude with the ability to take initiative with minimal supervision.
- Bachelor’s or master’s degree in quantitative discipline like Engineering. Science, Statistics / Mathematics, Econometrics etc.
- Any progress towards CFA / FRM / CQF is preferred
We are always looking for talented and motivated colleagues to join our team and together, contribute to the creation of a sustainable future, based on inclusion, empathy, respect and equal opportunities.
The main goal is identifying, analyzing and mitigating potential risks that could impact the company.
Together with us, you have the chance to grow everyday, contributing to energy transition, being responsible to:
- Design, implement, and validate quantitative risk models for financial, operational, and market risks.
- Apply advanced statistical techniques (hypothesis testing, regression analysis, confidence intervals, etc.) to assess risk drivers.
- Develop forecasting models for risk trends and exposures.
- Conduct Value at Risk (VaR), Profit at Risk (PaR), stress-testing analysis, Monte Carlo simulations and stochastic modeling techniques to quantify potential outcomes under uncertainty.
- Document model assumptions, limitations, and validation results in line with best practice and governance requirements.
- Provide training and guidance to junior analysts in the use of advanced quantitative methods.
- Collaborate with other departments (Trading, Treasury, Operations etc) to integrate quantitative risk insights into business decision-making.
- Prepare clear, concise, and actionable reports for management.
What You’ll Need To Succeed
- At least 5 years of proven experience in statistics / quantitative analysis
- Experience in energy sector risk management or commodity markets is a plus.
- Bachelor’s degree (mandatory) or Master’s degree (preferred) in Statistics, Mathematics, Quantitative Finance, Finance, Economics, Engineering, or related field.
- Certifications like Certificate in Quantitative Finance (CQF), Financial Risk Manager (FRM), Certified Risk Manager (CRM), Professional Risk Manager (PRM) or equivalent are a strong plus.
- Technical excellence in quantitative / statistical / stochastical modeling.
- Competence in at least one statistical software / programming language: Python, R, MATLAB, or SAS is a strong plus.
- Knowledge of COSO ERM and/or ISO 31000 risk management frameworks is a plus.
- Excellent communication and presentation skills.
- Strong analytical and problem-solving skills.
- Curiosity, innovation, and continuous learning mindset.
- Strong ethical standards and commitment to risk governance.
We are seeking a highly experienced and strategic Senior Vice President (SVP) to join our Equity Risk Analytics team as an Equity Derivatives Risk Quant. This senior leadership role is ideal for candidates with deep expertise across the equity derivatives spectrum—including vanilla options, exotics, structured products, and volatility modeling. The successful candidate will lead the development of advanced risk analytics methodologies and tools, partnering closely with trading desks, risk managers, and cross-functional teams to support the firm’s dynamic and complex equity derivatives business.
Key Responsibilities
- Lead the design and implementation of robust risk analytics solutions for equity derivatives, including:
- Volatility surface calibration
- Option pricing (vanilla and exotic)
- Value-at-Risk (VaR) and capital charge calculation
- Scenario analysis and stress testing
- Collaborate with Market Risk, Credit Risk, SIMM, and Quantitative Risk Development teams to ensure consistency and robustness of risk measures across the equity platform.
- Act as a senior subject matter expert on equity derivative products, advising senior stakeholders on risk exposures, model assumptions, and mitigation strategies.
- Architect and maintain scalable pricing, volatility calibration, and risk engines to support ad-hoc, real-time, and historical risk analysis.
- Drive innovation in risk methodology development, including proxy modeling, time series construction, and sensitivity analysis for complex equity structures.
Required Qualifications
- Master’s or PhD in Quantitative Finance, Mathematics, Physics, Computer Science, or a related field.
- Minimum of 7 years of experience in equity risk analytics, with a strong specialization in equity derivatives.
- Proven track record in developing and implementing risk models for both vanilla and exotic equity derivatives.
- Advanced Python programming skills, with experience building and maintaining scalable analytics infrastructure.
- Strong leadership, communication, and stakeholder management skills, with the ability to influence across teams and senior levels.
Preferred Qualifications
- Familiarity with the EQF platform is desirable.
- Experience with capital charge calculation and prior engagement with regulatory bodies is a plus.
- Expertise in volatility surface modeling, exotic option calibration, and regulatory frameworks such as SIMM and FRTB.
- CQF ceritification is highly desired.
Primary Location Full Time Salary Range of $200,000 – $250,000.
