Cross Asset Quant Strategy Quantitative development AM_Investment Bank IIT/bITS/NITS

Coding: JVM, Python, C++ any of the these coding language will do., Quants Modules, they must be building any Multi Asset module for Derivative Pricing or similar Tier 1 Universities:

Branches which will be considered for this role: CSE, EEE, ECE, IT (Info Tech), Maths, Physics, Computing. B.Tech & M.Tech.

OUR IMPACT : 

- The core value of the Securities Division is building strong relationships with our institutional clients, which include corporations, financial service providers, and fund managers. We help them buy and sell financial products on exchanges around the world, raise funding, and manage risk. This is a dynamic, entrepreneurial team with a passion for the markets, with individuals who thrive in fast-paced, changing environments and are energized by a bustling trading floor.

- The Cross Asset Quant Strats team oversees the creation and development of the Securities Division quantitative platform, building the key models and components to evaluate the prices of financial products. We develop these to best capture market dynamics, accurately and efficiently, whilst making them directly available to our business users, enabling us to partner with them to quickly respond to client needs.

HOW YOU WILL FULFILL YOUR POTENTIAL : Be part of the core modelling team, discovering new models and more efficient numerical methods to evaluate them Partner with structurers, traders and other engineers to develop new financial products, and build the frameworks to do that efficiently Develop computational tools for extreme clarity and compute efficiency, for pricing speed, compute cost and safe maintenance

SKILLS & EXPERIENCE WE'RE LOOKING FOR : 

BASIC QUALIFICATIONS :

- Bachelors, Masters, or PhD in Mathematics, Physics, Computer Science, Engineering or similar subject.

- Strong quantitative skills, preferably experience in derivatives modelling.

- Strong programming skills, including clear understanding of algorithms and data structures.

- Knowledge of high-performance numerical methods.

- Strong interpersonal, communication and presentation skills, both written and verbal.

- Comfortable managing multiple stakeholders, driving consensus and influencing outcomes.

PREFERRED QUALIFICATIONS :

- Experience building multi-asset models used for derivatives pricing

- Experience building tools and payoff languages used by traders and structurers.

- Experience creating and using Domain Specific Languages, and Functional programming.

- Experience with the Python, C++ and/or JVM ecosystem.

- Experience working with large distributed systems, multi-threaded applications, and GPU programming

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