Quantitative Developer

3 weeks ago


Pune, India timesjobs Full time


Posted on: 15-Mar-2018
Location: Pune
Experience: 2 - 10 Yrs

Job Summary:
Position Title: Quantitative Developer
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 clients' requirements, analysis of clients' functional specifications, and spreadsheets, 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 lightning speed. The engine prices the complex derivatives using closed form and Monte-Carlo techniques and allows 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 derivatives, 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 with people on-site in the UK, US, and APAC.
Required Skills and Experience

Industry: IT/Computers-Software
Role: Software Engineer
Key Skills: Quant, Quantitative, Monte Carlo simulations, Risk, Derivatives, Financial Modeling, Mathematical Modeling, C#, C , Algorithm, Data Structures, Market Risk, Credit Risk, FRM, PRM, quantitative development, analysis, research, CQF, Quant Finance, Quantitative Developer
Education: B.E/B.Tech
Email ID: jobs@augustainfotech.com



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