Analyst/Associate - Fixed Income Quant Research - BFSI/KPO

Knowledge and Skills required:

Core Competencies:

- Strong analytical skills

- High aptitude for mathematics

- Determined problem solving ability

- Excellent knowledge of C++

- Quick Learner

General Competencies:

- Good communication skills

- Ability to work effectively as part of the team

- Strong work ethics

- Quant work involves many different skills and abilities, all of which center around being able to solve complex quantitative problems in an accurate and timely way.

- The core function of the FID-quant team is to develop models which calculate the correct price for any of financial trades across all the asset classes (interest rates, equity, FX, credit, etc).

- This involves a sequence of steps starting with the basic modelling of financial markets, through to designing a model for any particular product, and finally implementing that model in C++ computer code.

Role & Responsibilities:

- Development of pricing and risk models which calculate the correct worth for any of financial trades across all the asset classes (interest rates, bond, equity, FX, credit, etc).

- Working as a fully integrated member of the global quant team, part of the front office

- Gain knowledge of the relevant global financial products

- Understanding and implementing the state-of-the-art pricing models in C++ code

- Working with traders and structurers to enable new trades to be executed

- Interacting with risk managers and other corporate functions to explain new quant models

- Learn how to efficiently calculate "fast greeks" for the firm's trades, using state-of-the-art methodologies

- Interact with IT groups, and help steer systems development