Role Overview: We are looking for an exceptional instructor to build the foundational quantitative capabilities of our students. This role demands a deep and nuanced understanding of advanced mathematics, probability, statistics, and stochastic processes, and the ability to convey these complex concepts with clarity and precision. You will be instrumental in laying the analytical bedrock for all quantitative finance careers. Key Responsibilities: Deliver live, engaging online classes on advanced mathematical concepts, probability theory, statistical inference, and time series analysis. Explain complex topics such as linear algebra, multivariable calculus, optimization, numerical methods, Bayesian statistics, ARIMA/GARCH models, and stochastic calculus (e.g., Ito's Lemma, SDEs) with exemplary clarity. Guide students through rigorous problem-solving, derivations, and statistical analyses, ensuring a deep conceptual and practical understanding. Foster a highly disciplined and interactive learning environment, providing constructive feedback and expertly answering student queries. Core Curriculum Expertise Required: Core Mathematics: Linear algebra, multivariable calculus, real analysis, optimization theory, numerical methods, optimization algorithms. Probability & Statistical Inference: Probability theory, statistical inference, hypothesis testing, Bayesian statistics. Time Series Analysis: ARIMA models, GARCH models, cointegration, Vector Autoregression (VAR). Advanced Statistical Techniques: Regression analysis, principal component analysis, Monte Carlo methods, extreme value theory, copulas, survival analysis. Stochastic Calculus: Ito's lemma, Brownian motion, stochastic differential equations, partial differential equations, measure theory, martingale theory. Data Experimentation & Signal Processing: Causal inference, A/B testing, experimental design, signal detection, regime change detection, correlation analysis. Qualifications: Educational Background: Bachelor's, Master's, or PhD in Mathematics, Statistics, Quantitative Finance, Econometrics, Physics, or a closely related highly quantitative field. Experience: Proven experience in applying advanced mathematics, probability, and statistics in academic research, quantitative finance, or a related analytical domain. We value both experienced educators and talented freshers with exceptional academic records and demonstrable project experience. Domain Expertise: Possess an extremely strong and expert-level understanding of the theoretical and applied aspects of advanced mathematics, statistics, and stochastic processes relevant to quantitative finance. Exceptional Communication Skills: Superior ability to articulate the most complex mathematical and statistical concepts clearly, concisely, and engagingly in a live online setting. High Discipline & Work Ethic: Demonstrated ability to maintain a rigorous teaching schedule, prepare thoroughly, and foster a disciplined learning environment. Technical Proficiency: Highly tech-savvy with experience in online teaching tools, virtual whiteboards, and mathematical/statistical software (e.g., MATLAB, R, Python with scientific computing libraries). Mandatory Requirement (Crucial for Application): A strong background in Finance or Trading , especially with Algorithmic Trading or broader Quant experience , is a mandatory requirement for all applicants. This ensures practical relevance and industry context. Application Requirement: To assess your teaching prowess and technical communication skills, all applicants must submit a sample teaching video of at least 30 minutes on any topic within Quantitative Foundations (Mathematics, Statistics & Stochastic Processes) that you are highly proficient in (e.g., explaining Ito's Lemma, demonstrating Bayesian inference, or breaking down GARCH models). This video should clearly demonstrate your ability to explain complex concepts, engage an audience, and showcase your depth of expertise, hard work, and disciplined approach to teaching.

Role Overview: We are seeking an expert instructor to demystify the intricacies of financial markets, products, risk management, and the regulatory environment. This role requires comprehensive knowledge of financial instruments, market dynamics, valuation models, risk assessment methodologies, and global financial regulations. You will prepare students to navigate and contribute to the complex world of modern finance. Key Responsibilities: Deliver live, highly interactive online classes covering a broad range of financial topics, including market microstructure, derivatives pricing, portfolio analytics, and risk management frameworks. Explain complex concepts such as Black-Scholes, structured products, VaR calculations, credit risk modeling, and regulatory compliance (e.g., Basel III, Dodd-Frank) with practical insights and real-world examples. Guide students through case studies, valuation exercises, and risk assessment scenarios, enhancing their applied understanding. Foster a highly disciplined and engaging learning environment, providing constructive feedback and expertly answering student queries. Core Curriculum Expertise Required: Financial Theory & Core Markets: Asset pricing models, portfolio theory, derivatives, market microstructure, Modern Portfolio Theory, Black-Litterman model, factor models, equity valuation, fixed income analytics, alternative investments, order management systems, execution algorithms, market data feeds, Game Theory (auction theory, strategic trading, optimal stopping). Derivatives & Financial Engineering: Black-Scholes model, exotic options, interest rate derivatives, structured products, credit derivatives, commodity derivatives, Hull-White model, Black-Karasinski model, LIBOR Market Model, local volatility models, stochastic volatility models, jump-diffusion models, payoff design, risk-return optimization, calibration techniques. Risk Management & Portfolio Analytics: Value-at-Risk (VaR), Expected Shortfall, RAROC, economic capital, stress testing, credit risk modeling (PD, LGD, EAD), operational risk, Fama-French factors, momentum, quality, value factors, attribution analysis, benchmarking, alpha/beta decomposition. Research Methods & Regulatory Compliance: Backtesting methodologies, bias detection, statistical significance testing (application in financial research), Basel III, Solvency II, Dodd-Frank, MiFID II, product approval processes, capital requirements, investor protection. Qualifications: Educational Background: Bachelor's, Master's, or PhD in Quantitative Finance, Financial Engineering, Economics, Business Administration (with a strong finance focus), or a closely related field. Relevant certifications (CFA, FRM) are highly valued. Experience: Proven experience in roles such as Quantitative Analyst (Buy/Sell-Side), Financial Engineer, Risk Manager (Quantitative), Algorithmic Trader, or a similar position within investment banks, hedge funds, asset managers, or regulatory bodies. We also consider freshers with exceptional academic records and demonstrable project experience in these domains. Domain Expertise: Possess an extremely strong and expert-level understanding of financial markets, complex financial products, risk management methodologies, and the regulatory landscape. Exceptional Communication Skills: Superior ability to articulate complex financial concepts, market dynamics, and regulatory requirements clearly and engagingly in a live online setting. High Discipline & Work Ethic: Demonstrated ability to maintain a rigorous teaching schedule, prepare thoroughly, and foster a disciplined learning environment. Technical Proficiency: Highly tech-savvy with experience in online teaching tools, virtual whiteboards, and relevant financial software/platforms (e.g., Bloomberg Terminal, FactSet, quantitative libraries). Mandatory Requirement (Crucial for Application): A strong background in Finance or Trading , especially with Algorithmic Trading or broader Quant experience , is a mandatory requirement for all applicants. This ensures practical relevance and industry context. Application Requirement: To assess your teaching prowess and technical communication skills, all applicants must submit a sample teaching video of at least 30 minutes on any topic within Financial Markets, Products, Risk & Regulation that you are highly proficient in (e.g., explaining exotic option pricing, demonstrating VaR calculation, or detailing a regulatory framework). This video should clearly demonstrate your ability to explain complex concepts, engage an audience, and showcase your depth of expertise, hard work, and disciplined approach to teaching.