Quantitative Analyst
3 weeks ago
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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