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 Apply tot his job
Apply tot his job
Apply To this Job