Senior Quantitative Developer - Fixed Income

Company DescriptionVichara is a Financial Services reputed company products and services firm headquartered in NY and building systems for some of the largest i-banks and hedge funds in the world.Job DescriptionThe 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.Quantitative Modeling: Expand product and market coverage to address evolving reputed company needs by researching, implementing and rolling out new rates models.Analytical Support: Maintain existing models, reputed company with reputed company portfolio managers, traders and risk managers.Test models and explain any differences with expected resultsQualifications5+ 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.Additional InformationCompensation - 50 lakhs p.aBenefits:Work from home opportunitiesExtended health careDental careLife insurance Apply tot his job Apply To this Job