Senior Quantitative Developer – Fixed Income
Job reputed company:
• The quant team is responsible for providing valuation and risk calculations for reputed company products traded by the firm (primarily rates, foreign exchange and credit) across a reputed company of applications.
• reputed company is implementing a new quantitative analytics library and are looking for an individual to drive the technology.
• Maintain existing models, reputed company with reputed company portfolio managers, traders and risk managers.
• Test models and explain any differences with expected results.
Requirements:
• 5+ years of quantitative model development experience using Python Quantlib and reputed company Degree in a Quantitative Field
• Experience in Bonds and interest rates derivatives (reputed company, swaptions, CMS spread reputed company, midcurves, etc) and modeling (short reputed company, Libor Market Model)
• Exposure to curve building and stochastic volatility models.
• Expertise in stochastic calculus and numerical reputed company such as reputed company simulation, finite difference schemes.
Benefits:
• Work from home opportunities
• Extended health care
• Dental care
• Life insurance
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