Position Title: Quantitative Developer
Job Summary: Quantitative Developerwith good understanding of quantitative finance and proficiency of developing solutions using C#/C++. The candidate will have to analyze and develop Monte-Carlo based financial risk calculations for Market risk and Credit Risk requirements.
Job Description:
Analysis and fixing of functional issues raised by clients in the area of financial derivatives valuation, Market Risk, Credit Risk and CVA computations.
• Understanding client’s requirements, analysis of client’s functional specifications and spread sheets and implementing solutions on C#.net platform.
• Read and Research mathematical solutions for regulatory requirements and financial valuations.
• Help sales teams, Client, and implementation teams by providing guidance and demonstrations.
• Validate existing models and suggest any improvements.
Product Nature: We have an enterprise-wide risk engine that is capable of measuring and monitoring credit exposures and CVAs at a lightning speed. The engine price the complex derivatives using closed form and Monte-Carlo techniques and allow the customers to measure and manage Market risk.
Qualification:
• Post Graduate in Mathematics/Statistics/Physics/Quantitative Finance or any other subject of quantitative nature.
• Proficient in understanding capital markets, financial derivative and risk management.
• FRM/PRM certifications are good to have.
• Certificate in
Quant Finance (CQF) is preferred.
Experience:
• At least 3 years of experience in quantitative development, analysis, and research.
• Experience in working with MNCs and interacting people on-site in UK, US, and APAC.
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