Analyst/Senior Analyst - Quant - Trading Platform

TradeFinder Quant Analyst / Senior Analyst

JOB SUMMARY

- This is for the global platform of a leading global bank handling front-office & aligned functions to create value by utilizing non-traditional locations, exceptional talent and a collaborative culture.

- They are looking for extremely bright candidates for the role of TradeFinder Quant Analyst. TradeFinder is the bank's award winning platform delivering product and services to internal and external clients by enabling quant driven development on scalable infrastructure.

ROLE RESPONSIBILITIES: 

- Perform quant driven development for Market Risk Methodology desk

- Development of Historical Simulation VaR framework for full reval ECB Stress Testing

- Parameter recalibrations for Monte Carlo VaR & Economic Capital

- Back testing of models and Risk factor backtesting of VaR

- Development of pre-deal checker platform for new trades

TECHNICAL SKILLS: 

- Strong educational background in Engineering/Science (IIT/NIT candidates)

- Good knowledge of financial instruments and markets across all asset classes

- Strong analytical skills with basic knowledge of Numerical techniques and applied econometrics

- Basic knowledge of Derivatives Pricing & Risk calculation, VaR, PFE

- Strong programming skills in at least any one of C/C++, Java, Python, MatLab etc

- Basic knowledge in Web-based technology will be a plus

- Additionally, work experience as front office developer, familiar with professional software development (unit testing, regression testing, source version control system, code review, Jira is required

- Familiarity with the standard IDEs, tools, server (Eclipse, Jenkins, Google Chrome Dev Tools, Ant, Spring), programming language: Java, front end: JavaScript, AngularJS, HTML/CSS, (GULP), basic knowledge: PL/SQL

BEHAVIOURAL SKILLS: 

- Strong communication skills and presentation ability with attention to detail.

- Good problem solving instincts and strong analytical skills

- Results orientated with strong delivery and interpersonal skills