AddressMgr/Sr.Manager - Quant Developer
We are hiring for a leading Financial organization based at Mumbai/Gurgaon/Bangalore/Hyderabad
Position :
Experience : 5-11 yrs in QuantQuant developers who has good understanding of quants, very good programming skills, hands on experience of financial and quantitative concepts.
- Hands-on programming experience in programming languages (C++, Python) including Object oriented programming
Education : B.tech/ Masters / MBA in Economics, Mathematics, Statistics, Finance, Computer science
Role & Responsibilities :
- Focusing on implementations of Model Development and Risk Analytics
- The candidate will primarily be working on implementation of Analytical Solutions for Risk/Pricing Models and Analytics using programming languages like Java/Python
- Responsible for performing and documenting analysis of Models, Market risk pricing models, counterparty credit risk pricing models, related finance models
-Validated the conceptual soundness of methodologies along with testing of model assumptions / limitations
- Verified the model implementation through reviewing / performing Independent Price
- Verification along with evaluation of model's performance using Greeks, benchmarking and no-arbitrage conditions etc.,
- Calibration of Volatility parameters for Interest Rates, Inflation/ Real rates and FX rates:
