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Assistant Manager/Specialist - Quant Modelling & Derivatives - Asset Liability Modelling in Mumbai at Crescendo Global

Date Posted: 8/25/2018

Job Snapshot

Job Description

An exciting job opportunity with a Fortune 300 organization for a professional with at least 4 years- experience in Quantitative Modelling or Asset Liability Modeling (ALM) who can aid the Investment Research team in the organization to provide recommendations for investment in UK Pension funds that can benefit the organizations- s global clientele & customers. Our esteemed client is looking for a diligent professional with a quant/statistics or mathematics background with expertise in financial or statistical modelling with good exposure to financial markets. If you are skilled Quant Modeler with a CFA/FRM certification (preferably) then read on and apply with us.



A leading, global group with a strong foothold in specialty financial services serving millions of customers across the full spectrum.


  • Building asset and liability scenario analysis/models and working with third party systems to help organization's clients understand the risk and return consequences of their decisions more clearly.
  • Engaging with the Investment solution team & working with third party systems to illustrate portfolio risk and asset liability models, and developing deep insights and presentational techniques for advising client strategies.
  • Building derivative and option based investment strategy modelling.
  • Building stochastic scenario analysis & help clients optimize their investment portfolio by comparing the Strategic Asset Allocation and Tactical Asset Allocation to alternative strategies, with respect to return and various risk measures.
  • Leveraging stochastic data and stress testing to curate models for various asset classes & conducting quarterly calibration of asset models.
  • Providing insights on performance of the asset classes by undertaking asset class research and guiding on asset liability management of clients by building quantitative models for various pension schemes and suggest hedging levels to avoid mismatch. 
  • Risk reporting and ALM projection & developing short, medium and long term forecasting models.

Job Requirements


  • A graduate or post graduate degree in Statistics/Mathemcatics/Enginneering/Quantitative discipline with total experience between 3 to 6 years in derivative and option based investment strategy modelling (Option pricing theory) and Quant modelling or Asset Liability Modleing (ALM)
  • Hands on experience in financial or statistical modelling with strong understanding ins different asset classes & financial markets in an investment banking, asset management setup with a CFA/FRM preferably.
  • Expertise in building deterministic and stochastic models with strong understanding in asset liability management for pension schemes or banks/insurance companies
  • Adept in Excel and VBA and quantitative modleing techniques.
  • Excellent communication, presentations skills with ability to engage senior stakeholders.
  • Ability to deliver quality in high stress situations & mentor team members.


  • A Meritocratic culture with clear career progression.
  • International Multicultural work environment with required exposure in the heart of the financial capital of the country.


Crescendo Global is an equal opportunity Leadership Hiring and Executive Search firm. Crescendo Global consultants value diversity in the talent they identify for its multinational Fortune 500 clients. Crescendo Global does not discriminate on the basis of race, religion, colour, origin, gender, sexual orientation, age, marital status, veteran status or disability status.


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