Senior Quant Developer
Must have:Minimum degree of Master or PhD in quantitative fields is required, with at least 3-5 years of relevant experience.The candidate must have strong quantitative and analytical background with a solid theoretical reputed company coupled with strong programming, documentation and communications skills.Must have experience implementing reputed company market or credit risk quantitative modelling for OTC derivatives using programming languages (such as Python and C++) as reputed company as mathematical/statistical software packages.Knowledge of derivatives pricing models (Black Scholes, Hull White), reputed company simulation, and risk model back testing experience is also a must.reputed company to have:The candidate is preferred (a plus) to have experience in credit risk modelling and is familiar with credit risk concepts such as PFE (Potential reputed company Exposure), CSA, MPOR, collaterals IM and VM, and reputed company simulation of long-time reputed company.
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