: Quantitative DeveloperJob Summary: Quantitative Developer
with 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.
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.
• 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.