Quantitative Analyst

4 weeks ago

Bengaluru, India Live Connections Full time

Job Expectations :


- A masters or PhD in quantitative fields such as math, statistics, engineering, physics, economics, computer sciences, etc.

- Min 5+ years of relevant experience in Securities Quantitative Analytics,

- Min 5+ years' experience in Rates Quant

- Excellent verbal, written, presentation and interpersonal communication skills

- Hands-on experience in programming in JAVA-8(functional programming)

- Good writing skills


- 5+ years' experience coding in Java or C++


Skills Expectations :


- Look for candidates with hands-on experience in Model Development

- Acceptable if they have done Model Validation + Implementation, provided theyve also built/developed models.

- Models should be Front Office-focused (pricing, derivatives, XVA, FO libraries) - not Risk Models (credit risk, market risk, stress testing).

- Strong skills in Python + C++ (and Java for VP roles) with experience in calibration, testing, and deployment.

- Preference for exposure across Interest Rates, FX, Equity, Credit, Commodities, or XVA products.

- Experience in Valuation of an interest rate swap -

- Have worked on Stochastics calculus

- OOPS programming in C++/Java

- Functional programming in Java


- Exp in C++/Rust and Java, if not should have exp in C++


In this role, you will :


- Lead complex initiatives with broad impact and act as key participant in large-scale planning for Securities Quantitative Analytics

- We are looking at a Rates Quant with C++/java 8 (Functional Programming) proficiency to cater to the Interest Rates Options Desk.

- Work in our quant library in C++, as needed, to adapt our generic models to specific use cases.

- Understanding valuation of basic products like Treasury Bonds, Interest Rate swaps.

- Collaborate with and support Front office Trading, Technology Partners, and Model Validation/Governance teams.

- Lead complex initiatives with broad impact and act as key participant in large-scale planning

for Securities Quantitative Analytics

- Review and analyze complex multi-faceted, larger scale or longer-term business, operational,

or technical challenges that require in-depth evaluation of multiple factors including

intangibles or unprecedented factors

- Use quantitative and technological techniques to solve complex business problems

- Conduct research on trading cost models, liquidity models, risk models, portfolio construction methodology, and signal Qualifications :


- Play an integral role on the trading floor on Interest Rates Options and help solve their problems.

- Participating in model development and deployment

- Participating in model software implementation

- Writing code (in Java 8-functional programming) and refactoring code

- Testing and testing documentation

- Participating in unit testing, large scale Quant testing, pre-integration testing, integration

testing, regression testing, UAT

- Debugging case preparation (to produce isolated cases to demonstrate the issues) for the

Rates Quants

- Debug and conclude data issues/model input issues

- Part of the model documentation

- Production of health monitoring tools

- Participating in the creation, execution and development of Front Office test plans

- Answering ad hoc questions from various stakeholders including US Front Office Quants, populating templates or creating new reports/extracts/results as requested by stakeholders


(ref:hirist.tech)

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