Quantitative Trader

5 days ago


Bengaluru, Karnataka, India Live Connections Full time

The Quantitative Analytics Specialist will be responsible for model customization and partnering with trading desks across our Asia desks. This role involves adapting our generic, region-independent models to be used by our Asia desks in daily market-making tasks such as curve building, vol surface, and model calibration tasks.

Main Responsibilities:

1. Model Customization:

  • Work with trading desks to adapt generic models for use in Asia.
  • Participate in model software implementation and deployment.

2. Partnership and Support:

  • Partner with trading desks in daily market-making tasks.
  • Solve problems and provide support for the trading floor.

3. Technology Integration:

  • Collaborate with Technology teams on model integration.
  • Participate in test plan creation and execution.

4. Testing and Issue Resolution:

  • Participate in testing phases, including unit testing and regression testing.
  • Debug and resolve data issues.

5. Documentation and Compliance:

  • Produce model documents for validation and regulatory requests.
  • Maintain proper documentation of processes.

6. Collaboration and Support:

  • Collaborate with Front Office Trading, Technology Partners, and Model Validation/Governance teams.

Qualifications:

Required:

  • Master's or PhD in a quantitative field.
  • 10+ years of experience in Securities Quantitative Analytics.
  • 3+ years of experience in rates and/or FX derivatives Quant models.
  • Hands-on experience in programming in Python or C++.

Preferred:

  • PhD in Math (Mathematical Finance is a Plus), Physics, Engineering, or Computer Sciences.
  • 5+ years of experience coding in Java or C++.


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