Quant Developer

Looking for candidates(premier institutes) with 8-9 years of experience in Quant/Analytical, Programming & Financial Analytics.

Responsibilities:

- Drive projects that offer high end quantitative, business driven solutions for complex problems

- Quantitative Analysis on Large Datasets such as Time series analysis, rich cheap analysis, P&L/Business Drivers Analytics etc

- Design & Development of executable pricing tools for cross asset derivative products

- Portfolio Analysis Engine to calculate MTM, Greeks, VaR, RWA, CVA Charge & Funding Charge

- Implementation of regulatory projects such as CRD4 Balance Sheet reduction using optimizations, market data engine for Dodd-Frank Initial margin calculations etc

- Projects are characterized by cross-silo counterparties, large data volumes and sophisticated analytical requirements